Thi Ngan Nguyen; Phan Thi Kieu Hoa; Nguyen Thanh Liem - In: Cogent economics & finance 10 (2022) 1, pp. 1-20
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 …
