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 …

This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian …, implying the interdependence between these markets. Furthermore, we find significant contagion effects from the U.S. equity … out of 10 Asian emerging markets had experienced the contagion from the U.S. Our findings also suggest that contagion …

In the contemporary world bustling with global trade, a natural disaster or financial crisis in one country (or region … heteroscedasticity model are employed to compare the contagion effect in the stock markets of the initiating country on other countries …, determining whether economically devastating factors have contagion or spillover effects on other countries. The empirical results …