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A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America

A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
The US subprime mortgage crisis has led to increased interest in the decoupling-recoupling hypothesis, according to which the international comovement of financial markets has strengthened since the US subprime mortgage crisis has gathered steam. We study whether the decoupling-recoupling hypothesis holds for news to speculative bubbles in equity markets. For several Latin American countries, we do not find evidence of a recoupling of speculative bubbles.
0960-3107
1057-1065
Kizys, Renatas
9d3a6c5f-075a-44f9-a1de-32315b821978
Pierdzioch, Christian
60eb79c6-d98e-4ceb-a634-9acaf7ebc451
Kizys, Renatas
9d3a6c5f-075a-44f9-a1de-32315b821978
Pierdzioch, Christian
60eb79c6-d98e-4ceb-a634-9acaf7ebc451

Kizys, Renatas and Pierdzioch, Christian (2013) A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America. Applied Financial Economics, 23 (13), 1057-1065. (doi:10.1080/09603107.2013.795271).

Record type: Article

Abstract

The US subprime mortgage crisis has led to increased interest in the decoupling-recoupling hypothesis, according to which the international comovement of financial markets has strengthened since the US subprime mortgage crisis has gathered steam. We study whether the decoupling-recoupling hypothesis holds for news to speculative bubbles in equity markets. For several Latin American countries, we do not find evidence of a recoupling of speculative bubbles.

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More information

e-pub ahead of print date: 13 May 2013
Published date: 2013

Identifiers

Local EPrints ID: 434499
URI: http://eprints.soton.ac.uk/id/eprint/434499
DOI: doi:10.1080/09603107.2013.795271
ISSN: 0960-3107
PURE UUID: 4abcfc48-cc02-4834-859f-df22f70e5000
ORCID for Renatas Kizys: ORCID iD orcid.org/0000-0001-9104-1809

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Date deposited: 25 Sep 2019 16:30
Last modified: 16 Mar 2024 04:41

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Author: Renatas Kizys ORCID iD
Author: Christian Pierdzioch

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