Les effets de la crise des subprimes sur le marché financier mexicain

Gilles Dufrénot (), Valérie Mignon () and Anne Peguin-Feissolle ()
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Anne Peguin-Feissolle: GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille - EHESS - École des hautes études en sciences sociales - AMU - Aix Marseille Université - ECM - École Centrale de Marseille - CNRS - Centre National de la Recherche Scientifique

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Keywords: marchés financiers; volatilité; crise financière; changement de régime; modèle Markov-switching (search for similar items in EconPapers)
Date: 2011-05-24
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Published in Revue Economique, 2011, 62 (3), pp.461-470. ⟨10.3917/reco.623.0461⟩

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Journal Article: Les effets de la crise des subprimes sur le marché financier mexicain (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00595338

DOI: 10.3917/reco.623.0461

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