Narrow search
Showing 1 - 10 of 245,271
Cover Image
Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung; Lu, Su-Lien; Shih, You - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-25
In the contemporary world bustling with global trade, a natural disaster or financial crisis in one country (or region …, determining whether economically devastating factors have contagion or spillover effects on other countries. The empirical results …
Persistent link: https://www.econbiz.de/10011855248
Cover Image
Bad bad contagion
Londono, Juan M. - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224755
Cover Image
Global and Regional Spillovers in Emerging Stock Markets : A Multivariate Garch-in-Mean Analysis
Beirne, John - 2009
, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results …
Persistent link: https://www.econbiz.de/10013155090
Cover Image
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu; Lv, Zhiyu; Naeem, Muhammad Abubakr; Rauf, Abdul - In: Finance research letters 63 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Cover Image
Financial contagion and volatility spillover financial stock market : a statistical review of the literature
Kakran, Shubham; Sidhu, Arpit; Lohan, Sheenam - In: International journal of financial services management … 11 (2023) 4, pp. 282-299
Persistent link: https://www.econbiz.de/10015064465
Cover Image
Global and Regional Spillovers in Emerging Stock Markets : A Multivariate Garch-in-Mean Analysis
Beirne, John - 2013
, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results …
Persistent link: https://www.econbiz.de/10013095613
Cover Image
Characterizing the volatility transmission across international stock markets
Mitra, Amarnath; Iyer, Vishwanathan; Joseph, Anto - In: Theoretical economics letters 5 (2015) 4, pp. 571-583
Persistent link: https://www.econbiz.de/10011439398
Cover Image
Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets
Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014479044
Cover Image
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa; Brzeszczyński, Janusz; Goodell, John W. - In: Journal of international financial markets, … 79 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
Cover Image
The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic
Silva, Thiago Christiano; Wilhelm, Paulo Victor Berri; … - In: Journal of international financial markets, … 79 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013358724