Narrow search
Showing 121 - 130 of 9,648
Cover Image
Dynamic correlation analysis of financial contagion : evidence from the Central and Eastern European markets
Syllignakis, Manolis N.; Kouretas, Georgios P. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 717-732
Persistent link: https://www.econbiz.de/10009303872
Cover Image
Targeting IPOs from the Central European emerging stock markets (CEESM) of Poland during the global financial crisis
Prorokowski, Lukasz - In: Qualitative research in financial markets 5 (2013) 1, pp. 85-118
Persistent link: https://www.econbiz.de/10009737647
Cover Image
The relationship between financial liberalization and stock market volatility : the mediating role of financial crises
Rejeba, Aymen Ben; Boughrara, Adel - In: Journal of economic policy reform 17 (2014) 1, pp. 46-70
Persistent link: https://www.econbiz.de/10010358410
Cover Image
Who are the vectors of contagion? : Evidence from emerging markets
Agudelo, Diego A.; Múnera, Daimer J. - In: International review of financial analysis 87 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014457739
Cover Image
An investigation of financial contagion between cryptocurrency and equity markets : evidence from developed and emerging markets
Niyitegeka, Olivier; Zhou, Sheunesu - In: Cogent economics & finance 11 (2023) 1, pp. 1-21
The present study conducts a dynamic conditional cross-correlation and time-frequency correlation analyses between cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold. First, the study investigates the presence of the pure (narrow) form...
Persistent link: https://www.econbiz.de/10014500791
Cover Image
Contagion : How to Measure It?
Rigobon, Roberto - 2001
The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock markets, interest rates, and exchange rates. Several methodologies have been used for this purpose, however, the properties of the data introduces important limitations on the...
Persistent link: https://www.econbiz.de/10012470611
Cover Image
Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
Yarovaya, Larisa; Lau, Chi Keung - In: Research in international business and finance 37 (2016), pp. 605-619
Persistent link: https://www.econbiz.de/10011595413
Cover Image
Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
Cover Image
Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach
Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36
The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...
Persistent link: https://www.econbiz.de/10012587922
Cover Image
Contagion : How to Measure it?
Rigobon, Roberto - 2001
The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock markets, interest rates, and exchange rates. Several methodologies have been used for this purpose, however, the properties of the data introduces important limitations on the...
Persistent link: https://www.econbiz.de/10014036215