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On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.; Floros, Christos; Giannellis, … - In: International review of economics & finance : IREF 82 (2022), pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
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Information transmission between energy commodities and emerging Asian stock markets during crises : an analysis of oil importing countries
Babar, Maria; Ahmad, Habib; Yousaf, Imran - In: Asia-Pacific journal of business administration 16 (2024) 2, pp. 331-351
Persistent link: https://www.econbiz.de/10014514433
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From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang; Wu, Fei; Ji, Qiang; Nguyen, Duc Khuong - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
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A wavelet perspective of crisis contagion between advanced economies and the BRIC markets
Gurdgiev, Constantin; O'Riordan, Conor - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-29
and volatility. In addition to covering the periods of the dot.com crash, the 11 September 2001 events, the pre-2007 … financialization bubble period and the resulting Global Financial Crisis, we study volatility spillovers arising from the BRIC, U … as contagion from BRIC markets’ shocks to advanced economies’ markets. …
Persistent link: https://www.econbiz.de/10012794261
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The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration
Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170
Persistent link: https://www.econbiz.de/10013407269
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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
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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
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Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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Does fear spill over?
Chen, Cathy Yi-hsuan - In: Asia-Pacific journal of financial studies 43 (2014) 4, pp. 465-491
Persistent link: https://www.econbiz.de/10010407449
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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