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The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets : implications for efficiency and contagion

Horta, Paulo; Lagoa, Sérgio; Martins, Luís Filipe - In: International review of financial analysis 35 (2014), pp. 140-153

Persistent link: https://www.econbiz.de/10010529616

Financial contagion and flight to quality between emerging markets and U.S. bond market

Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012201344

Energy contagion in the COVID-19 crisis

Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher correlations between oil and stock markets returns during...

Persistent link: https://www.econbiz.de/10012226706

Spillover effect in Asian financial markets : a VAR-structural GARCH analysis

Wang, Yu; Liu, Lei - In: China finance review international 6 (2016) 2, pp. 150-176

Persistent link: https://www.econbiz.de/10011722617

Financial market contagion : selective review of reviews

Seth, Neha; Sighania, Monica - In: Qualitative research in financial markets 9 (2017) 4, pp. 391-408

Persistent link: https://www.econbiz.de/10011770343

Extreme returns in the European financial crisis

Chouliaras, Andreas; Grammatikos, Theoharry - In: European financial management : the journal of the … 23 (2017) 4, pp. 728-760

Persistent link: https://www.econbiz.de/10011770850

A comparison of global financial market recovery after the 2008 global Financial Crisis

Foo, Jennifer; Witkowska, Dorota - In: Folia oeconomica Stetinensia : FOS 17 (2017) 1, pp. 109-128

Persistent link: https://www.econbiz.de/10011780369

Herding behavior in Ramadan and financial crises : the case of the Pakistani stock market

Yousaf, Imran; Ali, Shoaib; Ali Shah, Syed Zulfiqar - In: Financial innovation : FIN 4 (2018) 16, pp. 1-14

This study examines herding behavior in the Pakistani Stock Market under different market conditions, focusing on the Ramadan effect and Crisis period by using data from 2004 to 2014. Two regression models of Christie and Huang (Financ Analysts J 51:31–37, 1995) and Chang et al., (J Bank...

Persistent link: https://www.econbiz.de/10011883177

Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange

Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159

Persistent link: https://www.econbiz.de/10011883269

Short-selling bans and the global financial crisis : are they inter-connected?

Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - 2018

Persistent link: https://www.econbiz.de/10011892876