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The impact of the eurozone crisis on European banks stocks contagion or interdependence?
Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: European research studies 19 (2016) 1, pp. 129-148
Persistent link: https://www.econbiz.de/10012007068
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Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
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Coexceedance in the US and the UK Stock Markets : An Analysis of Contagion During the 2007-2009 Financial Crisis
Chevapatrakul, Thanaset - 2013
In this paper, we empirically analyze the effect of the credit crisis of 2008 by adopting coexceedance as a contagion measure. We assess the effect of news of governmental intervention and the collapse of firms during the period from 2007 to 2009 on the coexceedance. Our approach involves...
Persistent link: https://www.econbiz.de/10013087858
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The contagion effects of volatility indices across the US and Europe
Chen, Chun-Da; Chiang, Shu-Mei; Huang, Tze-Chin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012664496
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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
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The performance and risk of banks in the U.S., Europe and Japan post-financial crisis
Weigand, Robert A. - In: Investment management and financial innovations 13 (2016) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011667555
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Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict
Beraich, Mohamed; Amzile, Karim; Laamire, Jaouad; … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-18
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia-Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility...
Persistent link: https://www.econbiz.de/10013459985
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Are there contagion effects in the REIT market? : the case of Brexit
Wu, Ming-Che; Liau, Yung-Shi; Wang, Yung-Chang - In: Economic research 34 (2021) 1,1, pp. 410-426
Persistent link: https://www.econbiz.de/10013341642
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The impact of sovereign rating events on bank stock returns : an empirical analysis for the Eurozone
Hu, Haoshen - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 338-367
Persistent link: https://www.econbiz.de/10011782699
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Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq; Jayasekera, Ranadeva - In: International review of financial analysis 36 (2014), pp. 36-45
Persistent link: https://www.econbiz.de/10010530222