Similar Search Results

Two decades of contagion effect on stock markets : which events are more contagious?

Iwanicz-Drozdowska, Małgorzata; Rogowicz, Karol; … - In: Journal of financial stability 55 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013362234

Comparative analysis of spillover effects in the global stock market under normal and extreme market conditions

Liu, Qiang; Xu, Chen; Xie, Jane - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-20

Using the volatility spillover index method based on the quantile vector autoregression (QVAR) model, this paper … traditional volatility spillover index method, which focuses mainly on average spillover effects, the QVAR model-based spillover …

Persistent link: https://www.econbiz.de/10014636288

Why do U.S. uncertainties drive stock market spillovers? : international evidence

Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301

Persistent link: https://www.econbiz.de/10013175813

Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data

Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330

Persistent link: https://www.econbiz.de/10014314085

The current global financial crisis : do Asian markets show contagion or interdependence effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626

Persistent link: https://www.econbiz.de/10009690289

The global financial crisis: World market or regional contagion effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: International review of economics & finance : IREF 29 (2014), pp. 108-131

Persistent link: https://www.econbiz.de/10010431480

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

Measuring 25 years of global equity market co-movement using a time-varying spatial model

Heil, Thomas L. A.; Peter, Franziska Julia; Prange, Philipp - In: Journal of international money and finance 128 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013438365

Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?

Jung, Robert; Maderitsch, Robert - In: Journal of banking & finance 47 (2014), pp. 331-342

Persistent link: https://www.econbiz.de/10010506950

Testing the conventional and Islamic financial market contagion : evidence from wavelet analysis

Buerhan Saiti; Obiyathulla Ismath Bacha; Masih, Mansur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1832-1849

Persistent link: https://www.econbiz.de/10011594536