interdependence and contagion are well identified across markets; but with slight differences. Both investors and policymakers can …

Co-movements in equity markets may reflect either financial contagion or stock market integration. While the former …

Our study measures co-movements in Islamic and conventional equity markets, to discover contagion and to measure … crisis generates fundamental-based contagion for both markets. The less exposure for some Islamic indices can be due to low …

Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets (China, India, Taiwan … subprime crisis appears to have resulted mostly in fundamentals-based contagion or interdependence. This assertion is based …–lag relationship. We find that most of the earlier shocks were transmitted via excessive linkages or pure contagion, while the recent …

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