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Transmission and impact of stock market shocks on the world economy
Attílio, Luccas Assis - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 1, pp. 1-24
In this study, we examine stock market shocks using a Global Vector Autoregressive (GVAR) model encompassing 26 countries from January 1999 to June 2022. Our findings reveal that i) shocks originating from advanced economies (AD) exhibit greater persistence in generating fluctuations compared to...
Persistent link: https://www.econbiz.de/10014518548
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Global financial crisis and emerging stock market contagion : a multivariate FIAPARCH–DCC approach
Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - In: International review of financial analysis 30 (2013), pp. 46-56
Persistent link: https://www.econbiz.de/10010460000
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Exchange rate exposure and financial crises : evidence from emerging Asian markets
Jeon, Bang-nam; Zhu, Lei; Zheng, Dazhi - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 1, pp. 53-71
Persistent link: https://www.econbiz.de/10011729324
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The dynamics of the relative global sector effects and contagion in emerging markets equity returns
Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453
Persistent link: https://www.econbiz.de/10011876559
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Are Asian stock market fluctuations due mainly to intra-regional contagion effects? : Evidence based on Asian emerging stock markets
Masih, Abdul Mansur M.; Masih, Rumi - In: Pacific-Basin finance journal 7 (1999) 3/4, pp. 251-282
Persistent link: https://www.econbiz.de/10001450153
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Are Asian stock market fluctuations due mainly to intra-regional contagion effects? : Evidence based on Asian emerging stock markets
Masih, Abdul Mansur M. (contributor);  … - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456483
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Industry and country factors in emerging market returns : did the Asian crisis make difference?
Bai, Ye; Green, Christopher J.; Leger, Lawrence A. - In: Emerging markets review 13 (2012) 4, pp. 559-580
Persistent link: https://www.econbiz.de/10009675828
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Financial Crises and Stock Market Behaviors in Emerging Markets
Sekmen, Taner - 2017
This study investigates the effects of the US subprime crisis and the Eurozone debt crisis on stock market behaviors in terms of the volatility of return or risk and asymmetry issues by using GARCH, E-GARCH and GARCH-M methodologies and the daily stock return series, which consists of 2,609...
Persistent link: https://www.econbiz.de/10012944726
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Equity market integration and portfolio decisions : a study of NASDAQ USA and MSCI emerging markets Asia indexes
Patel, Ritesh Jayantibhai - In: The journal of wealth management : JWM 24 (2021) 1, pp. 11-39
Persistent link: https://www.econbiz.de/10012519192
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Journal of economic integration : jei 36 (2021) 2, pp. 185-202
Persistent link: https://www.econbiz.de/10012620110