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Correlation analysis of financial contagionbetween the US and international stock markets : the role of the US subprime crisis

Mighri, Zouheir; Mansouri, Fayçal - In: Economics & finance notes 3 (2014) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010426228

An epidemiological model of economic crisis spread across sectors in the United States

Janssens, Eva; Lumsdaine, Robin L.; Vermeulen, … - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 885-919

Persistent link: https://www.econbiz.de/10013281327

Measuring dependence between the USA and the Asian economies : a time-varying copula approach

Rajwani, Shegorika; Kumar, Dilip - In: Global business review 20 (2019) 4, pp. 962-980

Persistent link: https://www.econbiz.de/10012137520

Another look at contagion across United States and European financial markets : evidence from the credit default swaps markets

Tsionas, Efthymios G.; Apergēs, Nikolaos - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1137-1155

Persistent link: https://www.econbiz.de/10014253359

Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict

Beraich, Mohamed; Amzile, Karim; Laamire, Jaouad; … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-18

The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia-Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility...

Persistent link: https://www.econbiz.de/10013459985