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 …

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 …

more protected against crisis when compared to those inside the euro zone. Therefore, the so-called contagion effect is …

also on financial markets leading internationally to what is referred as contagion, that is co-movements among asset prices … which have been excessive respect to fundamentals. The term “contagion,” generally used in contrast to “interdependence … like. Although there is still wide disagreement among economists about what contagion is exactly and how it should be …