contagion from crisis centers. …

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

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 …

spreads reflect breaks in the instantaneous shock propagation mechanisms between the spreads (contagion), changing dynamical … shock propagation mechanisms is introduced. Our results show that although contagion appears as the single most important …

of this study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake …, this paper uses heteroscedasticity biases based on correlation coefficients to examine if any contagion occurred across … sampled foreign exchange markets suffered from contagion, stock markets of Taiwan, Bahrain, Saudi Arabia and South Africa …

This paper studies the propagation mechanisms that may explain the regional contagion of the Asian stock market crisis … of 1997-1998. Contagion is defined as non linearity in the shock propagation between markets. We estimate a full …

of this study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake …, this paper uses heteroscedasticity biases based on correlation coefficients to examine if any contagion occurred across … sampled foreign exchange markets suffered from contagion, stock markets of Taiwan, Bahrain, Saudi Arabia and South Africa …