We examine whether there is contagion from the U.S. stock market to six Central and Eastern European stock markets. We … use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative … set of marketrelated variables, we show that during the period from 1998 to 2014, financial contagion occurred, i …

time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher …

and spillover is higher during bearish market states, highlighting the possibility of contagion effect mainly among …

this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish … equity markets and the investigated European equity markets. The contagion effects are found to ease dramatically in the … intervention as a mechanism to mitigate and absorb contagion associated with state-specific financial crises and if possible …

plunging stock market in the US, in the aftermath of global financial crisis (2007 - 2009), exerts contagion effects on … terms, and time-varying correlations. The empirical analysis shows a contagion effect for Brazil and Mexico during the early …

The purpose of this paper is to examine the equity market crisis contagion in major Asian economic markets. A … peripheries depend particularly on the roles and structure of these markets. The impact of the global financial contagion and the … global financial crisis period; after the global financial crisis, attention paid to long term Asian contagion adds new …