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Stock market integration between three CEECs, Russia and the UK

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … that there is significant co-movement (interdependence) of these CEEC markets with both the Russian and the UK ones …

Persistent link: https://www.econbiz.de/10010270472

Measuring macroeconomic and financial market interdependence : a critical survey

Li, Linyue; Nan, Zhang; Willett, Thomas D. - In: Journal of financial economic policy 4 (2012) 2, pp. 128-145

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The G-20 mutual assessment process : a perspective from IMF staff

Faruqee, Hamid; Srinivasan, Krishna - In: Oxford review of economic policy 28 (2012) 3, pp. 493-511

Persistent link: https://www.econbiz.de/10009727416

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

Contagion effect of the European financial crisis on China's stock markets : interdependence and pure contagion

Shen, Pei-Long; Li, Wen; Wang, Xiao-Ting; Su, Chi-Wei - In: Economic modelling 50 (2015), pp. 193-199

Persistent link: https://www.econbiz.de/10011440502

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Contagion in eurozone sovereign bond markets? : the good, the bad and the ugly

Cronin, David; Flavin, Thomas J.; Sheenan, Lisa - 2016

Persistent link: https://www.econbiz.de/10011488619

Investigating contagion and market interdependence during the global financial crisis

Iorgulescu, Filip - In: Central European business review : CEBR 4 (2015) 2, pp. 31-39

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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

Does the financial cooperation agreement increase the interdependency among ASEAN+3 equity markets? : a Markov switching approach

Rahman, Md. Saifur; Farihana Shahari - In: International economics and economic policy 18 (2021) 4, pp. 869-899

Persistent link: https://www.econbiz.de/10012665382