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Asymmetric dynamic conditional correlation approach to financial contagion : a study of Asian markets

Rajwani, Shegorika; Kumar, Dilip - In: Global business review 17 (2016) 6, pp. 1339-1356

Persistent link: https://www.econbiz.de/10011665161

Stock market contagion : a new approach

Lyócsa, Štefan; Horváth, Roman - In: Open economies review 29 (2018) 3, pp. 547-577

Persistent link: https://www.econbiz.de/10012041397

Chemical industry disasters and the sectoral transmission of financial market contagion

Corbet, Shaen; Larkin, Charles; McMullan, Caroline - In: Research in international business and finance 46 (2018), pp. 490-501

Persistent link: https://www.econbiz.de/10011983721

Spillover effect in Asian financial markets : a VAR-structural GARCH analysis

Wang, Yu; Liu, Lei - In: China finance review international 6 (2016) 2, pp. 150-176

Persistent link: https://www.econbiz.de/10011722617

Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange

Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159

Persistent link: https://www.econbiz.de/10011883269

Stock markets and the COVID-19 fractal contagion effects

Okorie, David Iheke; Lin, Boqiang - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490623

Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance

Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412

Persistent link: https://www.econbiz.de/10012244328

Measuring 25 years of global equity market co-movement using a time-varying spatial model

Heil, Thomas L. A.; Peter, Franziska Julia; Prange, Philipp - In: Journal of international money and finance 128 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013438365

Contagion or interdependence? : evidence from Asian emerging stock markets in times of COVID-19 pandemic

Bagchi, Bhaskar; Ghosh, Raktim - In: Global business & economics review 28 (2023) 2, pp. 155-174

Persistent link: https://www.econbiz.de/10014230980

Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment

Degiannakis, Stavros; Filis, George; Floros, Christos - In: Journal of International Financial Markets, … 26 (2013) C, pp. 175-191

The time-varying correlation between oil prices returns and European industrial sector indices returns, considering the origin of the oil price shock, is investigated. A time-varying multivariate heteroskedastic framework is employed to test the above hypothesis based on data from 10 European...

Persistent link: https://www.econbiz.de/10010702737