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Bank stock volatility and contagion : an empirical investigation with application of multivariate GARCH models

Moussa, Wided Ben - In: Journal of economic development 39 (2014) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10010380036

Effect of catastrophic disaster in financial market contagion

Siddikee, Md. Noman; Rahman, Mohammad Mafizur - In: Cogent economics & finance 5 (2017) 1, pp. 1-13

The study examined the contagion effect of financial market volatility from Australian capital market to Indian, New … residuals after the catastrophes. Finally, Fishers r to z transformation was used for identifying contagion. After Victoria … respective z > +1.96 validates contagion. The adjusted correlation coefficient of Australia with China and Japan increased after …

Persistent link: https://www.econbiz.de/10011597973

The financial market effects of international aviation disasters

Akyildirim, Erdinc; Corbet, Shaen; Efthymiou, Marina; … - In: International review of financial analysis 69 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012316891

The effects of negative reputational contagion on international airlines : the case of the Boeing 737-MAX disasters

Collings, David G.; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: International review of financial analysis 80 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013366324

Financial integration and portfolio diversification : evidence from CIVETS stock markets

Saleem, Kashif; Al-Hares, Osama M.; Ahmed, Sheraz - In: Theoretical economics letters 6 (2016) 6, pp. 1304-1314

Persistent link: https://www.econbiz.de/10011659561

Contagion among select global equity markets : a time-frequency analysis

Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29

Persistent link: https://www.econbiz.de/10012214476

Financial contagion effects of major crises in African stock markets

Bello, Jaliyyah; Guo, Jiaqi; Newaz, Mohammad Khaleq - In: International review of financial analysis 82 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013426179

Information Flow between Global Financial Market Stress and African Equity Markets : An Eemd-Based Transfer Entropy Analysis

Bossman, Ahmed; Armah, Mohammed; Amewu, Godfred - 2022

The information flow between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market stress on the African stock markets using the...

Persistent link: https://www.econbiz.de/10014238471

Volatility transmission among Nigeria, some selected African and world equity markets

Idolor, Eseoghene Joseph - In: The Indian journal of economics 102 (2022) 407,4, pp. 525-548

Persistent link: https://www.econbiz.de/10014363980

Integration und Volatilität bei Emerging Markets

Herrmann, Frank - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003109018