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A giant falls : the impact of evergrande on Asian stock indexes

Almeida, Dora; Dionísio, Andreia Teixeira Marques; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-14

The economic growth of China has been driven by the development of its real estate market, especially after the 2008 crisis. This growth is mostly related to the huge housing bubble and growing amounts of sovereign debt that have been redirected to corporations in the sector. Evergrande is one...

Persistent link: https://www.econbiz.de/10013375132

The Effect of WHO COVID-19 Announcement on Asian Stock Markets Returns : An Event Study Analysis

AlAli, Musaed Sulaiman - 2020

This study aims to examine the effect of World Health Organization (WHO) declaring COVID-19 as a global pandemic on the stock market returns of the five largest Asian stock markets using event study analysis. Results obtained from this research shows that the WHO announcement had a significant...

Persistent link: https://www.econbiz.de/10012825840

The impact of North Korea’s nuclear tests on Asian stock markets

Baek, Chung - In: Eurasian journal of business and economics : EJBE 14 (2021) 27, pp. 77-90

Persistent link: https://www.econbiz.de/10012608023

Association between Asian equity markets and Western markets : evidence from the indexes of equity markets

Jarrett, Jeffrey E.; Klein, Alina F.; Kyper, Eric - In: Asian Journal of Empirical Research 3 (2013) 8, pp. 972-989

return and the volatility of return for all the markets and estimate the serial correlation and co-movement of the four …

Persistent link: https://www.econbiz.de/10009788601

Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets

Liow, Kim Hiang - 2010

This research examines time-varying real estate-stock conditional correlation dynamics at the local, regional, and … significance of some common factors influencing the real estate-stock correlation structures along the three integration paths. Our … analysis is also extended to the current global financial crisis to assess the relative contribution of the correlation and …

Persistent link: https://www.econbiz.de/10013145071

The correlations of the equity markets in Asia and the impact of capital flow management measures

Pornpinun Chantapacdepong - 2017

This paper examines the international transmission of volatility in the stock markets of countries in emerging Asian economies (EAEs). The time period of the study is from before the Asian financial crisis until after the global financial crisis. Over two decades the degree of volatility...

Persistent link: https://www.econbiz.de/10011686493

Volatility spillovers and correlation between cryptocurrencies and Asian equity market

Malhotra, Nidhi; Gupta, Saumya - In: International journal of economics and financial issues … 9 (2019) 6, pp. 208-215

Persistent link: https://www.econbiz.de/10012151119

Exogenous Shocks, Dynamic Correlations, and Portfolio Risk Management for the Asian Emerging and Other Global Developed and Emerging Stock Markets

Dong, Xiyong; Li, Changhong; Yoon, Seong-Min - 2023

This study examines the potential influence of exogenous shocks on time-varying correlations and portfolio strategies between the Asian emerging and other global stock markets including developed and other emerging markets. Using the ARMA-cDCC-FIEGARCH model with and without exogenous shocks,...

Persistent link: https://www.econbiz.de/10014351309

The Impact of the Corona Crisis on the worldwide stock markets : an empirical analysis with cross national event study approach

Fischer, Annika; Opala, Noel; Reuse, Svend; Svoboda, Martin - In: International journal of economics and financial issues … 12 (2022) 6, pp. 162-172

Persistent link: https://www.econbiz.de/10014227863

The Asian Crisis : What Did Local Stock Markets Expect?

García-Herrero, Alicia - 2009

In this paper we investigate whether cross-sectional information from local equity markets contained information on devaluation expectations during the Asian crisis. We concentrate on the information content of equity prices as these markets were in general the largest and most liquid at the...

Persistent link: https://www.econbiz.de/10013156570

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