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Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets

Morales, Marco; Moreno, Carola; Vio, Camilo - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 35-50

Persistent link: https://www.econbiz.de/10010485823

A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS

Lopes, José Mário; Nunes, Luis C. - In: Journal of macroeconomics 34 (2012) 4, pp. 1141-1153

Persistent link: https://www.econbiz.de/10009703298

Measuring contagion during COVID-19 through volatility spillovers of BRIC countries using diagonal BEKK approach

Malik, Kunjana; Sharma, Sakshi; Kaur, Manmeet - In: Journal of economic studies 49 (2022) 2, pp. 227-242

Persistent link: https://www.econbiz.de/10013173396

Is China a source of financial contagion?

Akhtaruzzaman, Md.; Abdel-Qader, Waleed; Hammami, Helmi; … - In: Finance research letters 38 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012485078

Networks of volatility spillovers among stock markets

Baumöhl, Eduard; Kočenda, Evžen; Lyócsa, Štefan; … - 2017

In our network analysis of 40 developed, emerging and frontier stock markets during 2006-2014, we describe and model volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by fitting a spatial model incorporating several...

Persistent link: https://www.econbiz.de/10011654569