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The Asian crisis contagion : a dynamic correlation approach analysis
Essaadi, Essahbi; Jouini, Jamel; Khallouli, Wajih - In: Panoeconomicus 56 (2009) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10003885684
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The impact of subprime mortgage on correlation between stock and FX markets
Chang, Hsiu-yun; Kuo, Yen-ching - In: Applied economics letters 17 (2010) 13/15, pp. 1309-1312
Persistent link: https://www.econbiz.de/10008938303
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Correlation meets causality : a holistic measure of financial contagion
Sencer Atasoy, Burak; Ozkan, Ibrahim - In: Finance research letters 65 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014552747
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Correlation dynamics in east Asian financial markets
Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
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Investigating contagion effect of the recent Turkey currency crisis
Narinder Pal Singh; Dsouza, Suzan - In: International journal of monetary economics and finance … 15 (2022) 2, pp. 118-137
Persistent link: https://www.econbiz.de/10013414875
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Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?
Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Economic modelling 33 (2013), pp. 209-225
Persistent link: https://www.econbiz.de/10010191987
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A dynamic correlation analysis of financial contagion : evidence from the Eurozone stock markets
Trabelsi, Mohamed Ali; Hmida, Salma - In: Entrepreneurial business and economics review : EBER 6 (2018) 3, pp. 129-141
Persistent link: https://www.econbiz.de/10012025384
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The effect of alternative measures of distance on the correlation of real effective exchange rate returns : an approach to contagion analysis
Coulom, Jean; Shenai, Vijay - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18
crisis index. In this paper, the separate impacts of geographic distance, psychic distance and cultural factors are tested on … the correlation of real exchange rate returns to assess their predictive power. Using a sample of 30 countries for a … analysis are that there is a negative effect of all the three explanatory variables on the correlation of real exchange rate …
Persistent link: https://www.econbiz.de/10011964042
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Contagion and linkages across international currencies
Bhatia, Shipra; Tuteja, Divya - In: International review of financial analysis 94 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014544020
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European equity market contagion : an empirical application to Ireland's sovereign debt crisis
Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34
sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the …
Persistent link: https://www.econbiz.de/10011471074