Hachicha, A. and Lee, C.F. (2009) Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? Review of Pacific Basin Financial Markets and Policies, 12, 509-527. https://doi.org/10.1142/S0219091509001721

has been cited by the following article:

• TITLE: Subprime Mortgage Crisis and the Exchange Rate Channel: Evidence from Six Countries of the Zone Euro-Med

  AUTHORS: Ahmed Hachicha, Fatma Hachicha

  KEYWORDS: Subprime Mortgage Crisis, Exchange Rate Channel, Euro-Med Zone, Three Evaluation Methods, Economic Convergence

  JOURNAL NAME: Applied Mathematics, Vol.8 No.11, November 28, 2017

  ABSTRACT: This article proposes to assess the impact of the subprime mortgage crisis on the exchange rate channel in 6 countries of the Euro-Med zone. To do this, our analysis is based on three evaluation methods that allow us to conclude that the exchange rate channel is better evaluated by the non-linear approach of the countries studied. Thus, the depreciation of the exchange rate adopted by the countries of the Med zone did worse macroeconomic stability and economic convergence.