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Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

Global financial turmoil and emerging market economies : major contagion and a shocking loss of wealth?

Loser, Claudio M. - In: Global journal of emerging market economies 1 (2009) 2, pp. 137-158

Persistent link: https://www.econbiz.de/10009632582

Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods

Mobarek, Asma; Muradoğlu, Gülnur; Mollah, Sabur; Hou, … - In: Journal of financial stability 24 (2016), pp. 1-11

Persistent link: https://www.econbiz.de/10011703836

Stock market contagion during the global financial crises : evidence from the Chilean stock market

Mahenthiran, Sakthiharan; Gjerde, Tom; Silva, Berta - In: International Journal of Financial Studies : open … 8 (2020) 2/26, pp. 1-22

investors were a key source of contagion following the 2008 US financial crisis. Second, investor herding during the 2011 … findings to the prior contagion studies that rely on Chilean return data to highlight the contributions to international …

Persistent link: https://www.econbiz.de/10012239317

An investigation of financial contagion between cryptocurrency and equity markets : evidence from developed and emerging markets

Niyitegeka, Olivier; Zhou, Sheunesu - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

investigates the presence of the pure (narrow) form of financial contagion between cryptocurrency and stock markets in both … periods of financial upheaval (compared to a tranquil period) indicates the presence of the pure form of financial contagion …

Persistent link: https://www.econbiz.de/10014500791

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

Contagion and interdependence across Asia-Pacific equity markets : an analysis based on multi-horizon discrete and continuous wavelet transformations

Dewandaru, Ginanjar; Masih, Rumi; Masih, Abdul Mansur M. - In: International review of economics & finance : IREF 43 (2016), pp. 363-377

Persistent link: https://www.econbiz.de/10011625818

On emerging stock market contagion : the Baltic region

Alexakis, Panayotis; Kenourgios, Dimitris; Dimitriou, … - In: Research in international business and finance 36 (2016), pp. 312-321

Persistent link: https://www.econbiz.de/10011594444

A wavelet perspective of crisis contagion between advanced economies and the BRIC markets

Gurdgiev, Constantin; O'Riordan, Conor - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-29

as contagion from BRIC markets’ shocks to advanced economies’ markets. …

Persistent link: https://www.econbiz.de/10012794261

Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis

Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453

Persistent link: https://www.econbiz.de/10012137404