@incollection{,
	
					
					
					99530BFAA800C13C0F0B3A72F0202EDC
				,
	author={{JaghoubbiSalma} and {University of Tunis el Manar}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1425159
}

@incollection{b0,
	
	
		,
	title={{Capital flows to Latin America: is there of contagion effects}}
		,
	author={{
			GCalvo
		} and {
			CReinhart
		}}
		
	
	
		,
	booktitle={{Private capital flows to Emerging Markets After the Mexican Crisis}}
				Washington, D.C
		
			,
	year={1996}
		
		
			/ Institute for International Economics
		
	

}

@incollection{b1,
	
	
		,
	title={{Modelling multivariate international tourism demand and volatility}}
		,
	author={{
			FChan
		} and {
			CLim
		} and {
			MMcaleer
		}}
		
		
	
	
		,
	journal={{Tourism Management}}
		
			26
			
			,
	year={2005}
		
	

}

@incollection{b2,
	
	
		,
	title={{Financial crises and stock market contagion in a Multivariate Timevarying Asymmetric Framework}}
		,
	author={{
			KDimitris
		} and {
			AristedisS
		}}
		
	
	
		,
	journal={{Journal of International Financial}}
		
			21
			
			,
	year={2011}
		
	

}

@incollection{b3,
	
	
		,
	title={{No contagion, only interdependence: Measuring stock market co-movements}}
		,
	author={{
			KJForbes
		} and {
			RRigobon
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			57
			
			,
	year={2002}
		
	

}

@book{b4,
	
	
		,
	title={{Economic Interdependence and Flexible Exchange Rates}}
		,
	editor={Putnam, S.}
		
			,
	publisher={MIT Press}
			,
	address={Cambridge, MA}
		
	

}

@incollection{b5,
	
	
		,
	author={{
			TBaig
		} and {
			IEtgoldfajn
		}}
		
	
	
		,
	booktitle={{Financial market contagion in the Asian Crisis}}
				
			,
	year={1999. June}
			46
		
	

}

@incollection{b6,
	
	
		,
	title={{The Euro and European financial market dependence}}
		,
	author={{
			SMBartram
		} and {
			SJTaylor
		} and {
			YHWang
		}}
		
		
	
	
		,
	journal={{Journal of Banking and Finance}}
		
			31
			
			,
	year={2007}
		
	

}

@book{b7,
	
	
		,
	title={{Detecting financial markets contagion using copula functions}}
		,
	author={{
			ABoubaker
		} and {
			SJaghoubi
		}}
		
		
			,
	year={2011}
			
		
	

}

@book{b8,
	
	
		,
	title={{Handbook of International Economics, 2. Amsterdam}}
		,
	editor={Kenen, P.B.}
		
			,
	publisher={Elsevier}
		
	

}

@incollection{b9,
	
	
		,
	author={{
			GAKarolyi
		} and {
			RMStulz
		}}
		
	
	
		,
	booktitle={{Why Do Markets Move Together? An Investigation of the}}
				U.S.-Japan Stock Return Comovements
		
			,
	year={1996}
			51
			
		
	

}

@incollection{b10,
	
	
		,
	author={{
			MKing
		} and {
			SEtwadhwani
		}}
		
	
	
		,
	booktitle={{Transmission of volatility between stock markets}}
				
			,
	year={1990}
			3
			
		
	

}

@incollection{b11,
	
	
		,
	title={{Asymptotic theory for a vector ARMA-GARCH model}}
		,
	author={{
			SLing
		} and {
			MMcaleer
		}}
		
	
	
		,
	journal={{Econometric Theory}}
		
			19
			
			,
	year={2003}
		
	

}

@incollection{b12,
	
	
		,
	title={{Extreme correlations of international equity markets}}
		,
	author={{
			FLogin
		} and {
			BSolnik
		}}
		
	
	
		,
	journal={{The journal of Finance}}
		
			56
			
			,
	year={2001}
		
	

}

@incollection{b13,
	
	
		,
	title={{Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market}}
		,
	author={{
			ORoch
		} and {
			AAlegre
		}}
		
	
	
		,
	journal={{Computational Statistics & Data Analysis}}
		
			51
			
			,
	year={2006}
		
	

}