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

• Autores: Renatas Kizys, Christian Pierdzioch
• Localización: Applied financial economics, ISSN 0960-3107, Vol. 23, Nº. 13-15, 2013, págs. 1057-1065
• Idioma: inglés
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• Resumen

  • 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.