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Stock market integration between three CEECs, Russia and the UK

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … that there is significant co-movement (interdependence) of these CEEC markets with both the Russian and the UK ones …

Persistent link: https://www.econbiz.de/10010270472

The current global financial crisis : do Asian markets show contagion or interdependence effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626

Persistent link: https://www.econbiz.de/10009690289

Contagion effect of the European financial crisis on China's stock markets : interdependence and pure contagion

Shen, Pei-Long; Li, Wen; Wang, Xiao-Ting; Su, Chi-Wei - In: Economic modelling 50 (2015), pp. 193-199

Persistent link: https://www.econbiz.de/10011440502

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Dynamical macroprudential stress testing using network theory

Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181

Persistent link: https://www.econbiz.de/10011544421

Contagion in eurozone sovereign bond markets? : the good, the bad and the ugly

Cronin, David; Flavin, Thomas J.; Sheenan, Lisa - 2016

Persistent link: https://www.econbiz.de/10011488619

Investigating contagion and market interdependence during the global financial crisis

Iorgulescu, Filip - In: Central European business review : CEBR 4 (2015) 2, pp. 31-39

Persistent link: https://www.econbiz.de/10011489424

Tests of financial market contagion : evolutionary cospectral analysis v.s. wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - 2014

Persistent link: https://www.econbiz.de/10010430696

The global financial crisis: World market or regional contagion effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: International review of economics & finance : IREF 29 (2014), pp. 108-131

Persistent link: https://www.econbiz.de/10010431480

Measuring financial contagion using general social interaction model with trade network structure

Li, Bingqing; Wang, Han; Xiao, Xinrong - In: Applied economics letters 21 (2014) 7/9, pp. 631-635

Persistent link: https://www.econbiz.de/10010414758