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Systemic interconnectedness among Asian Banks

Mensah, Jones Odei; Premaratne, Gamini - In: Japan and the world economy : international journal of … 41 (2017), pp. 17-33

Persistent link: https://www.econbiz.de/10011849838

The changing network of financial market linkages : the Asian experience

Chowdhury, Biplob; Dungey, Mardi H.; Kangogo, Moses; … - In: International review of financial analysis 64 (2019), pp. 71-92

Persistent link: https://www.econbiz.de/10012208306

Are cryptocurrencies contagious to Asian financial markets?

Handika, Rangga; Soepriyanto, Gatot; Havidz, Shinta … - In: Research in international business and finance 50 (2019), pp. 416-429

Persistent link: https://www.econbiz.de/10012177757

Measuring dependence between the USA and the Asian economies : a time-varying copula approach

Rajwani, Shegorika; Kumar, Dilip - In: Global business review 20 (2019) 4, pp. 962-980

Persistent link: https://www.econbiz.de/10012137520

Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach

Lee, Yong Woong; Hong, KiHoon; Yang, Kisung - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1513-1537

Persistent link: https://www.econbiz.de/10012123613

Stock market contagion : a new approach

Lyócsa, Štefan; Horváth, Roman - In: Open economies review 29 (2018) 3, pp. 547-577

Persistent link: https://www.econbiz.de/10012041397

Currency crisis transmission through trade channel : Asian and Mexican crises revisited

Khan, Saleheen - In: Journal of economic integration 33 (2018) 4, pp. 818-840

Persistent link: https://www.econbiz.de/10011960072

Contagion risks in emerging stock markets : new evidence from Asia and Latin America

Thi Bich Ngoc Tran - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-20

The purpose of this study is to investigate whether contagion actually occurred during three well-known financial crises in 1990s and 2000s: Mexican “Tequila” crisis in 1994, Asian “flu” crisis in 1997 and US subprime crisis in 2007. We apply dynamic conditional correlation models...

Persistent link: https://www.econbiz.de/10011960394

Changing vulnerability in Asia : contagion and spillovers

Kangogo, Moses; Dungey, Mardi H.; Volkov, V. V. - In: Empirical economics : a quarterly journal of the … 64 (2023) 5, pp. 2315-2355

Persistent link: https://www.econbiz.de/10014253808

The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic

Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013449345