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Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

Dependence and contagion between Vietnamese and major East Asian stock markets

Nguyen Van Chien; Nguyen Thu Thuy - In: International journal of management practice : IJMP 15 (2022) 4, pp. 445-459

Persistent link: https://www.econbiz.de/10013415125

Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals

Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; … - In: Applied economics 43 (2011) 19/21, pp. 2365-2379

Persistent link: https://www.econbiz.de/10009379734

Volatility spillovers and the role of leading financial centres

Cifarelli, Giulio; Paladino, Giovanna - In: Quarterly review / Banca Nazionale del Lavoro, Roma 54 (2001), pp. 37-71

Persistent link: https://www.econbiz.de/10001579434

Conditions necessary for the sustainability of an emerging area : the importance of banking and financial regional criteria

Gimet, Celine - In: Journal of multinational financial management 17 (2007) 4, pp. 317-335

Persistent link: https://www.econbiz.de/10003613106

Contagion in banking crises : a spatial probit model

Amaral, Andrea; Abreu, Margarida; Mendes, Victor - 2009

Persistent link: https://www.econbiz.de/10011571687

A bayesian spatial probit estimation of free trade agreement contagion

Jaimovich, Dany - 2010

This paper analyzes the spatial interdependence of Free Trade Agreements (FTAs) in a cross-section framework using the Contagion Index proposed by Baldwin and Jaimovich (2010). A Bayesian heteroskedastic probit model is estimated, where a spatial lag is built based on the Contagion Index,...

Persistent link: https://www.econbiz.de/10008758733