This paper empirically investigates the contagion effects of the global financial crisis in a multivariate Fractionally … economic and a statistical approach. The empirical evidence does not confirm a contagion effect for most BRICS during the early … show a pattern of contagion for all BRICSs' markets that could be attributed to their common trade and financial …

This paper investigates financial contagion of three emerging market crises of the late 1990s, as well as the subprime … the global impact of the Russian default, the contagion effects of the subprime crisis, the regional aspect of the Asian …

This study investigates the contagion effects of the 2007-2009 global financial crisis across multiple asset markets … exchange and real estate. A robust analysis of financial contagion is provided by estimating and comparing asymmetric … correlated-information channel as a contagion mechanism among the US stocks, real estate, commodities and emerging Brazilian bond …

-country contagion. The effects of rating and outlook changes are stronger during crises, in nontransparent economies, and in neighboring …

problems arising in the existing empirical research of financial contagion. Results provide evidence that there is an … stable and crisis periods supports financial contagion when crises are spread to other markets. Moreover, the differences in …