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Financial crises and dynamic linkages across international stock and currency markets

Dua, Pami; Tuteja, Divya - In: Economic modelling 59 (2016), pp. 249-261

Persistent link: https://www.econbiz.de/10011647825

Integration and risk contagion in financial crises : evidence from international stock markets

Gillas, Konstantinos Gkillas; Tsagkanos, Athanasios; … - In: Journal of business research : JBR 104 (2019), pp. 350-365

Persistent link: https://www.econbiz.de/10012105047

Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange

Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159

Persistent link: https://www.econbiz.de/10011883269

Contagion among select global equity markets : a time-frequency analysis

Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29

Persistent link: https://www.econbiz.de/10012214476

Volatility spillovers and determinants of contagion : exchange rate and equity markets during crises

Leung, Henry; Schiereck, Dirk; Schroeder, Florian - In: Economic modelling 61 (2017), pp. 169-180

Persistent link: https://www.econbiz.de/10011736825

Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain

Ouyang, Zisheng; Zhou, Xuewei; Lai, Yongzeng - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014485468

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

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

MENA stock market volatility persistence : evidence before and after the financial crisis of 2008

Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240

Persistent link: https://www.econbiz.de/10011594406

Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance

Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - 2016

use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative …

Persistent link: https://www.econbiz.de/10011482691