yields, VIX and TED spreads, are important determinants for future sovereign CDS price movements. The findings provide …

instability could pose a risk of financial contagion to emerging countries. With retrospect to the Kenyan political crisis, our …

examines whether equity markets in emerging countries were vulnerable to contagion during the recent financial meltdown …

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 provides an empirical assessment of interdependence and contagion across three asset classes (bonds, stocks …. For emerging economies, these within-market effects mostly apply to the equity market. Contagion effects within-market are … most notable in Latin America and Emerging Asia for equities. Cross-market contagion is identified from global bonds to …