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Financial contagion and flight to quality between emerging markets and U.S. bond market

Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012201344

Financial contagion between the US and selected developed and emerging countries : the case of the subprime crisis

Boubaker, Sabri; Jouini, Jamel; Lahiani, Amine - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 14-28

Persistent link: https://www.econbiz.de/10011627503

Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis

Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201

Persistent link: https://www.econbiz.de/10012036617

Spillovers of the U.S. subprime financial turmoil to mainland China and Hong Kong SAR : evidence from stock markets

Sun, Tao; Zhang, Xiaojing - 2009

Persistent link: https://www.econbiz.de/10003901084

Contagion channels of the USA subprime financial crisis : evidence from USA, EMU, China and Japan equity markets

Dimitriou, Dimitrios; Simos, Theodore - In: Journal of financial economic policy 5 (2013) 1, pp. 61-71

Persistent link: https://www.econbiz.de/10009759331

Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong Sar : Evidence from Stock Markets

Sun, Tao - 2009

future volatility in HK than in China, reflecting HK's role as an international financial center. Moreover, the impact of the …

Persistent link: https://www.econbiz.de/10013156966

The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010

Kao, Yu-Sheng; Zhao, Kai; Ku, Yu-Cheng; Nieh, Chien-chung - In: Economic research 32 (2019) 1,3, pp. 2422-2454

Persistent link: https://www.econbiz.de/10012584695

Intra-daily volatility spillovers between the US and German stock markets

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012

Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and German stock markets. The proposed model explicitly...

Persistent link: https://www.econbiz.de/10009539877

Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : Evidence from Stock Markets

Zhang, Xiaojing - 2009

future volatility in HK than in China, reflecting HK''s role as an international financial center. Moreover, the impact of …

Persistent link: https://www.econbiz.de/10014402277

Measuring spillovers between the US and emerging markets

Fong, Tom; Li, Ka Fai; Sze, Kin Wan - 2016

Persistent link: https://www.econbiz.de/10012200850

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