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 …

apply the formalism of partial correlations to build the dependency network of the data, and calculate the partial Transfer …

debt crisis, elections in European countries have stronger contagion effects in their own region during a global slowdown …

This paper provides new empirical evidence on housing bubble timing, volatility spillover, and bubble contagion between … the multivariate time-varying DCC-GARCH model. Third, we assess bubble contagion by estimating a non-parametric model of …'s housing market. Moreover, we find evidence of volatility spillover effects and bubble contagion between Japan's real estate …

increase a sector's vulnerability to shocks and contagion. - Balance sheet contagion ; financial accounts ; network models …

increase a sector's vulnerability to shocks and contagion …

results show that there are clear contagion effects of the 2007-2008 crisis, which originated from the U.S., on all emerging …

The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market … squared stock returns of all 35 stock indices studied. Empirical findings show the evidence of contagion during the global … financial crisis (GFC) and Euro Zone crisis (EZC). The intensity of contagion varies depending on its sources. This implies that …