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Volatility Spillovers and Contagion From Mature to Emerging Stock Markets

Caporale, Guglielmo Maria - 2008

transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature …

Persistent link: https://www.econbiz.de/10014401286

Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - In: Applied economics 55 (2023) 13, pp. 1477-1496

Persistent link: https://www.econbiz.de/10013554932

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 - In: Applied economics 52 (2020) 43, pp. 4745-4764

Persistent link: https://www.econbiz.de/10012298738

Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327

Persistent link: https://www.econbiz.de/10013554892

Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets

Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803

Persistent link: https://www.econbiz.de/10011628092

Do multi-sector bond funds pose risks to emerging markets?

Cortes, Fabio; Sanfilippo, Luca - 2020

Emerging economies in the post-crisis period increasingly saw portfolio debt inflows from a type of large international investment fund: Multi-Sector Bond Funds (MSBFs). These investors have lacked adequate representation in the literature. This paper constructs a new detailed database from...