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Market integration and contagion
Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - In: The journal of business : B 78 (2005) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10002827392
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Market Integration and Contagion
Bekaert, Geert - 2010
to providing new insights on contagion during crisis periods, we document patterns through time in world and regional …Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals …
Persistent link: https://www.econbiz.de/10012762856
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Market Integration and Contagion
Bekaert, Geert - 2003
to providing new insights on contagion during crisis periods, we document patterns through time in world and regional …Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals …
Persistent link: https://www.econbiz.de/10012469193
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International Equity Correlations, Integration and Contagion
Nicklas, Steven - 2012
exposures rather than changing systematic risk. We also demonstrate significant financial contagion effects during the 1994 …
Persistent link: https://www.econbiz.de/10013100767
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Integration internationaler Finanzmärkte : Definitionen, Meßkonzepte, empirische Analysen
Jandura, Dirk - 2000
Persistent link: https://www.econbiz.de/10001446915
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Time-varying regional and global integration and contagion : evidence from style portfolios
Cho, Sungjun; Hyde, Stuart; Nguyen, Ngoc - In: International review of financial analysis 42 (2015), pp. 109-131
Persistent link: https://www.econbiz.de/10011573303
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International equity markets co-movements and contagion : a novel perspective
Kaabia, Olfa - In: The journal of applied business research 31 (2015) 1, pp. 285-304
Persistent link: https://www.econbiz.de/10010503421
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Intra- and inter-regional spillovers between emerging capital markets around the world
Ge̜bka, Bartosz; Serwa, Dobromił - In: Research in international business and finance 21 (2007) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10003478859
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Intra- and inter-regional spillovers between emerging capital markets around the world
Ge̜bka, Bartosz; Serwa, Dobromił - 2003
Persistent link: https://www.econbiz.de/10001916034