Narrow search
Showing 1 - 10 of 483
Cover Image
Global capital market interdependence and spillover effect of credit risk : evidence from the 2007 - 2009 global financial crisis
Cheung, William Ming Yan; Fung, Scott; Tsai, Shi-chuan - In: Applied financial economics 20 (2010) 1/3, pp. 85-103
This article examines the impact of the 2007-2009 Global Financial Crisis on the interrelationships among global stock markets and the informational role of the TED spread as perceived credit risk. The current crisis originated from the dominant US market has a prompt and pervasive spillover...
Persistent link: https://www.econbiz.de/10003935980
Cover Image
Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
Maghyereh, A.; Awartani, B. - In: Applied financial economics 22 (2012) 10/12, pp. 837-848
Persistent link: https://www.econbiz.de/10009625077
Cover Image
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Cover Image
International financial contagion : evidence from the Argentine crisis of 2001 - 2002
Boschi, Melisso - In: Applied financial economics 15 (2005) 3, pp. 153-163
Persistent link: https://www.econbiz.de/10002598337
Cover Image
Measuring equity market contagion in multiple financial events
Collins, Daryl; Gavron, Shãna - In: Applied financial economics 15 (2005) 8, pp. 531-538
Persistent link: https://www.econbiz.de/10002794937
Cover Image
Volatility spillovers across equity markets : European evidence
Kanas, Angelos - In: Applied financial economics 8 (1998) 3, pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
Cover Image
Time varying equity market beta as an index of financial openness?
Rizvi, S. K. A.; Naqvi, B.; Bordes, Christian - In: Applied financial economics 23 (2013) 10/12, pp. 921-928
Persistent link: https://www.econbiz.de/10009771021
Cover Image
Financial deeping and business cycle volatility in Korea
Hwang, Jinyoung; Lee, Jong-Han - In: Applied financial economics 23 (2013) 19/21, pp. 1693-1700
Persistent link: https://www.econbiz.de/10010260182
Cover Image
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Cover Image
International correlation structure of financial market movements : the evidence from the UK and the US
Cheng, Arnold C. S. - In: Applied financial economics 8 (1998) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001240718