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Measuring spillovers between the US and emerging markets
Fong, Tom; Li, Ka Fai; Sze, Kin Wan - 2016
Persistent link: https://www.econbiz.de/10012200850
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Time-varying bond market integration in EMU
Gupta, Priyanshi; Sehgal, Sanjay; Deisting, Florent - In: Journal of economic integration 30 (2015) 4, pp. 708-760
Persistent link: https://www.econbiz.de/10011403510
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The dynamics of the relative global sector effects and contagion in emerging markets equity returns
Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453
Persistent link: https://www.econbiz.de/10011876559
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Integration Central and Eastern European and the Euro-Area Financial markets : repercussions from the global financial crisis
Orłowski, Lucjan T.; Tsibulina, Anna - In: Comparative economic studies 56 (2014) 3, pp. 376-395
Persistent link: https://www.econbiz.de/10010490657
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Increasing cross-market correlations during the 2007-2009 global financial crisis : contagion or integration effects?
Olbryś, Joanna; Majewska, Elżbieta - In: Argumenta oeconomica 39 (2017) 2, pp. 263-277
Persistent link: https://www.econbiz.de/10012284701
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Bond markets integration in the EU : new empirical evidence from the Eastern non-euro member-states
Stoupos, Nikolaos; Kiohos, Apostolos - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014225792
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Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios; Panagiōtidēs, Theodōros; … - In: Journal of international money and finance 137 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014478141
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Euro area government bonds : fragmentation and contagion during the sovereign debt crisis
Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 70 (2017), pp. 26-44
Persistent link: https://www.econbiz.de/10011752308
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Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper
Buchholz, Manuel; Tonzer, Lena - 2014
Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the determinants of the observed pattern of credit risk...
Persistent link: https://www.econbiz.de/10010486057
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Bond Spreads, Market Integration and Contagion in the 2007-2008 Crisis
Kim, Jae-Young - 2017
into the global market. We analyze market integration and interconnectedness for several countries by studying the … model with the following factors: world factor, the regional factor, the country-specific factor, and the US shock. Our … economies under consideration. Stronger effects are observed on countries with relatively higher susceptibility to world factors …
Persistent link: https://www.econbiz.de/10012962047