about the merits of financial globalization and its implications for growth especially in developing countries. This paper … examines whether equity markets in emerging countries were vulnerable to contagion during the recent financial meltdown …

–2008 global financial crisis has negatively affected both CB-M&A sale and purchase transactions all over the world from 2008 to …

transmission mechanism within the ”pure”contagion framework. We consider the cases of Russia, Turkey, and Brazil, and assess … whether the fundamentals of these countries allowed for the possibility of ”pure”contagion e¤ects from each other. In … exhibited vulnarability to pure contagion before the 1998 Russian crisis We also repeat the same exercise with the most recent …

This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion … contagion in typically bounded time intervals. Controlling for changes in the risk pricing by investors, we detect several … channels of pure contagion between 2008 and 2012. Further, we find that the bailout-programs for Greece, Ireland and Portugal …

impacted by the financial crisis in terms of contagion in leverage with implications for portfolio diversification. Our …

Co-movements in equity markets may reflect either financial contagion or stock market integration. While the former … Council (GCC) Islamic equity index with other Islamic equity indices (Asia Pacific, US, Eurozone, and ASEAN) as well as with …

This paper proposes a framework for modelling financial contagion that is based on SIR (Susceptible …-Infected-Recovered) transmission models from epidemic theory. This class of models addresses two important features of contagion modelling, which are a …