Showing 1 - 6 of 6
markets during all states of the world and "contagion" as the spillovers from extreme negative events. Interdependence has …
Persistent link: https://www.econbiz.de/10013099134
originate elsewhere in the world. It explains that trade can transmit crises internationally via three distinct, and possible …
Persistent link: https://www.econbiz.de/10013313643
Has the occurrence of “extreme capital flow movements”—episodes of sudden surges, stops, flight and retrenchment—changed since the Global Financial Crisis (GFC)? This paper addresses this question by updating and building on the dataset and methodology introduced in Forbes and Warnock...
Persistent link: https://www.econbiz.de/10013321647
This paper uses firm-level information to evaluate how crises are transmitted internationally. It constructs a new data set of financial statistics, industry information, geographic data, and stock returns for over 10,000 companies in 46 countries to test what types of firms were most affected...
Persistent link: https://www.econbiz.de/10013322873
This paper examines stock market co-movements. It begins with a discussion of several conceptual issues involved in measuring these movements and how to test for contagion. Standard tests examine if cross-market correlation in stock market returns increase during a period of crisis. The measure...
Persistent link: https://www.econbiz.de/10012788161
, profitability, investment, and stock returns for firms in the 'crisis' country as well as competitors in the rest of the world …
Persistent link: https://www.econbiz.de/10013211638