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Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Wu, Weiou; Lau, Chi Keung; Vigne, Samuel A. - In: Research in international business and finance 42 (2017), pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
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Discount rate or cash flow contagion? : evidence from the recent financial crises
Jiang, Junhua - In: Research in international business and finance 39 (2017), pp. 315-326
Persistent link: https://www.econbiz.de/10011876488
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The dynamics of the relative global sector effects and contagion in emerging markets equity returns
Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453
Persistent link: https://www.econbiz.de/10011876559
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Financial market interdependencies : a quantile regression analysis of volatility spillover
Rejeb, Aymen Ben; Arfaoui, Mongi - In: Research in international business and finance 36 (2016), pp. 140-157
Persistent link: https://www.econbiz.de/10011594319
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Global financial crisis and emerging stock market contagion : a volatility impulse response function approach
Jin, Xiaoye; An, Ximeng - In: Research in international business and finance 36 (2016), pp. 179-195
Persistent link: https://www.econbiz.de/10011594396
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Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go; Hamori, Shigeyuki - In: Research in international business and finance 36 (2016), pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
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Contagion effects in selected European capital markets during the financial crisis of 2007-2009
Burzal, Milda Maria - In: Research in international business and finance 37 (2016), pp. 556-571
Persistent link: https://www.econbiz.de/10011595391
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Are cryptocurrencies contagious to Asian financial markets?
Handika, Rangga; Soepriyanto, Gatot; Havidz, Shinta … - In: Research in international business and finance 50 (2019), pp. 416-429
Persistent link: https://www.econbiz.de/10012177757
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Financial contagion and capital asset pricing in Africa : the impact of the 2007-09 and Euro-Zone crises on natural resources sector Beta in African emerging markets
Tony-Okeke, Uchenna; Ahmadu-Bello, Jaliyyah; Niklewski, … - In: Research in international business and finance 45 (2018), pp. 54-61
Persistent link: https://www.econbiz.de/10011983111
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Testing for financial contagion : new evidence from the Greek crisis and yuan devaluation
Anastasopoulos, Alexia - In: Research in international business and finance 45 (2018), pp. 499-511
Persistent link: https://www.econbiz.de/10011983420