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The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries

Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116

Persistent link: https://www.econbiz.de/10009703715

The shift-contagion effect of global financial crisis and the European sovereign debt crisis on OECD countries

Kazi, Irfan Akbar; Mehanaoui, Mohamed; Akbar, Farhan - In: The journal of applied business research 30 (2014) 1, pp. 301-311

Persistent link: https://www.econbiz.de/10010252035

Does shift contagion exist between OECD stock markets during the financial crisis?

Guesmi, Khaled; Kaabia, Olfa; Kazi, Irfan Akbar - In: The journal of applied business research 29 (2013) 2, pp. 469-484

Persistent link: https://www.econbiz.de/10009731313

How does the financial crisis affect volatility behavior and transmission among European stock markets?

Slimane, Faten Ben; Mehanaoui, Mohamed; Kazi, Irfan Akbar - In: International Journal of Financial Studies : open … 1 (2013) 3, pp. 81-101

The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the crisis on stock market behavior and interdependence through the study of...

Persistent link: https://www.econbiz.de/10010197481

Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis : from the perspective of the credit default swaps’ G14 dealers

Salloy, Suzanne; Kazi, Irfan Akbar - 2012

Persistent link: https://www.econbiz.de/10010201410

Contagion effect of financial crisis on OECD stock markets

Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa - 2011

In this paper we investigate the contagion effect between stock markets of U.S and sixteen OECD countries due to Global Financial Crisis (2007-2009). We apply Dynamic Conditional Correlation GARCH model Engle (2002) to daily stock price data (2002-2009). In order to recognize the contagion...

Persistent link: https://www.econbiz.de/10009127150

Are emerging markets exposed to contagion from the United States : evidence from stock and sovereign bond markets

Wagan, Hakimzadi; Ali, Zulfiqar - In: Emerging markets and the global economy, (pp. 509-536). 2014

Persistent link: https://www.econbiz.de/10010434626