globalization for local market deepening, international risk diversification, financial contagion, and financial dollarization, and …

financial stress in emerging markets. Previous studies dealing with financial crises and contagion show the linkages through …

should take into account the risk of contagion that regional financial integration presents, and introduce measures for …

, this paper seeks to analyze volatility spillover, co-movements, independence and contagion in the Chinese, Japanese … spillover and contagion effects from and across the financial markets as well. Posterior estimates show that the behavior of the … to turbulent regimes. Invariably, this validates the expectation that contagion is transmitted from the stronger markets …

study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake, tsunami and … heteroscedasticity biases based on correlation coefficients to examine if any contagion occurred across financial markets after the March … foreign exchange markets suffered from contagion, stock markets of Taiwan, Bahrain, Saudi Arabia and South Africa witnessed a …

study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake, tsunami and … heteroscedasticity biases based on correlation coefficients to examine if any contagion occurred across financial markets after the March … foreign exchange markets suffered from contagion, stock markets of Taiwan, Bahrain, Saudi Arabia and South Africa witnessed a …

This paper examines for the first time contagion to African stock markets with particular attention to the …, during (both turmoil and acute), and post periods of the 2007-2009 global financial crisis. We analyzed contagion by … successive periods and tested for significance of contagion using the Kolmogorov-Smirnoff (KS) bootstrap technique. We used the …