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Emerging Markets and the Global Economy by Duc Khuong Nguyen, Sabri Boubaker, Mohammed Hedi Arouri

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Chapter 23

Contagion versus Interdependence: The Case of the BRIC Countries During the Subprime Crises

Mrabet Zouhaira, Charfeddine Lanouarb,c and Ahdi Noomen Ajmid,    aCollege of Business and Economics, Department of Finance and Economics, Qatar University, Qatar,    bCollege of Administrative Sciences, Najran University, Najran, Saudi Arabia,    cQuantitatives Methods department, Institut Supérieur de Gestion de Gabès, Université de Gabès, Gabès, Tunisia,    dCollege of Science and Humanities in Slayel, Business Administration Department, Salman bin Abdulaziz University, Saudi Arabia,    E-mail: mrabet2879@yahoo.fr, Lanouar_charf@yahoo.fr, ajmi.ahdi.noomen@gmail.com

Abstract

This chapter contributes to the empirical finance literature on modeling ...

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