From

A New Cointegration Econometric Analysis for Contagious and Volatility Spillovers of Subprime Crisis Effects

Tarek Sadraoui, Bechir Deghachi, Rahma Ben Aissa

International Journal of Econometrics and Financial Management. 2016, 4(2), 29-38 doi:10.12691/ijefm-4-2-1