Did the contagion effect exist? Evidence from Abu Dhabi, Jordan and America

Other literature type English OPEN
Ho, Liang-Chun; Huang, Chia-Hsing;
  • Publisher: Taylor and Francis Group and Juraj Dobrila University of Pula, Faculty of economics and tourism Dr. Mijo Mirković
  • Journal: Economic research - Ekonomska istraživanja, volume 27, issue 1 (issn: 1331-677X, eissn: 1848-9664)
  • Publisher copyright policies & self-archiving
  • Subject: contagion effect; the stock market; Abu Dhabi; Jordan; America

This article aims to test the contagion effect between the stock markets of Abu Dhabi, Jordan and America. The Lagrange multiplier (LM) principle for causality in variance test is used in this study. Four American stock indexes, Dow Jones Industrial Average, NASDAQ Comp... View more
  • References (14)
    14 references, page 1 of 2

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