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Financial spillovers to emerging markets during the global financial crisis
Frank, Nathaniel; Hesse, Heiko - In: Finance a úvěr 59 (2009) 6, pp. 507-521
Persistent link: https://www.econbiz.de/10009696642
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Financial Spillovers to Emerging Markets During the Global Financial Crisis
Hesse, Heiko - 2009
In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these...
Persistent link: https://www.econbiz.de/10013159517
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Financial Spillovers to Emerging Markets during the Global Financial Crisis
Frank, Nathaniel - 2009
In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these...
Persistent link: https://www.econbiz.de/10012677776
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Financial Spillovers to Emerging Markets During the Global Financial Crisis
Frank, Nathaniel - 2009
In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these...
Persistent link: https://www.econbiz.de/10014403188
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Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Habiba, Umme; Shen, Peilong; Hamid, Kashif; Shahzad, Farrukh - In: Global business review 22 (2021) 5, pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
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Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
Christopher, Rachel; Kim, Suk-Joong; Wu, Eliza - In: Journal of international financial markets, … 22 (2012) 4, pp. 1070-1089
Persistent link: https://www.econbiz.de/10009582485
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Financial spillovers in Asian emerging economies
Fukuda, Shin'ichi; Tanaka, Mariko - In: Asian development review 37 (2020) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10012405427
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Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
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Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis
Cheng, Ke; Yang, Xiaoguang - In: Financial innovation : FIN 3 (2017) 5, pp. 1-22
Background: Once a global financial crisis breaks out, the interdependence between different financial markets suddenly increases and leads to a significant contagion. Methods: With 39 countries used as samples, this paper analyzes the interdependence between the stock market and the government...
Persistent link: https://www.econbiz.de/10011661656
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Contagion and flight-to-quality : evidences from the Asia-Pacific economic cooperation (APEC) region
Peng, Yu-Tung; Au Yong, Hue Hwa; Sirimon Treepongkaruna - In: Review of applied economics 10 (2014) 1/2, pp. 21-47
Persistent link: https://www.econbiz.de/10010506506