this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish … equity markets and the investigated European equity markets. The contagion effects are found to ease dramatically in the … intervention as a mechanism to mitigate and absorb contagion associated with state-specific financial crises and if possible …

heteroscedasticity model are employed to compare the contagion effect in the stock markets of the initiating country on other countries …, determining whether economically devastating factors have contagion or spillover effects on other countries. The empirical results … contagion effect in the stock markets of neighboring Asian countries. Regarding financial crises, the financial tsunami …

,” and “domestic” factors. Additionally, in the subprime mortgage crisis period, the contagion effect of Taiwan's industrial …A four-factor model is used to measure the interdependence's co-movement and crisis' contagion effect on portfolio … empirical results show that the co-movement effect on Taiwan's industrial portfolios returns are affected by “global,” “regional …

, this paper seeks to analyze volatility spillover, co-movements, independence and contagion in the Chinese, Japanese …It has been established in the literature that volatility of stock returns exhibits complex properties of not only … volatility clustering, but also long memory, regime change, and substantial outliers during turbulent and calm periods. Hence …

volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by … between markets and somewhat weaker temporal effects with regard to the US equity market - volatility spillovers decrease when … markets are characterized by greater temporal proximity. Volatility spillovers also present a high degree of …