Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis

Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis

This paper investigates the nature of the associations and the potential existence of both short-run and long-run relationships between the stock market indices of Morocco, France, Germany, the United Kingdom, China, and the United States from January 2014 to January 2024. The purpose of analyzing d...

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Bibliographic Details
Main Authors: Kadiri Hamza, Oukhouya Hassan, Belkhoutout Khalid, Himdi Khalid El
Format: Article
Language:English
Published: Sciendo 2024-12-01
Series:ECONOMICS
Subjects:
stock market indices
contagion effects
co-integration tests
vector error correction model (vecm)
granger causality
c58
c87
g10
g11
g14
g15
Online Access:https://doi.org/10.2478/eoik-2024-0039
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https://doi.org/10.2478/eoik-2024-0039

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