Current Trends in Business Management(CTBM)

Department of Finance, INSAT-Tunis, carthage university, Tunisia

Publications

• Review Article   
  Financial Contagion and Oil Crisis : A Factor Analysis
  Author(s): Maya TURKI*
  
  During the actual oil crisis, the Brent crude oil price has collapsed falling below 40$ .The paper tries to answer the following question : could the oil price crisis generate a financial contagion jump?. The financial contagion is intended to be the co-movements of stock market returns as resulting of a shock or crisis. The study period is composed of two sub periods ;a quiet period from 3/01/2012 to 01/08/2014 and turbulent period from 04/08/2014 to 25/05/2016.Raw data consists of daily stock market indexes prices of the FTSE 100 , SP 500, Nikkei, hang seng, DAX, CAC40, S&P/ CITIC300, BSE Sensex 30, Bovespa, FTSE SOUTH AFRICA, FTSE SINGAPORE, IPC MEXICO, BURSATIL , S&P/ ASX 200, Tadawul All Share, bahrain all share. The co-movements of the stock market returns are analyzed through a principal component analysis (PCA).The results revealed that the KMO index (Kaiser-Mayer-Olki.. Read More»
  

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