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Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

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Hedging dynamics and intraday volatility in equity market : an analysis of Covid-19 pandemic and global financial crisis

Misra, Nachiketa; Lakshmi, P; Thenmozhi, M. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 819-834

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The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

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Financial contagion, vulnerability and information : empirical identification

Weber, Enzo - 2009

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Contagion among Central and Eastern European stock markets during the financial crisis

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Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s

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Assessment of stock market contagion during the subprime mortgage crisis using GARCH-in-VAR model

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Taiwan and U.S. equity market interdependence and contagion : evidence from four-factor model

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Analysis of financial contagion in influential African stock markets

Aderajo, Oluwatosin Mary; Olaniran, Oladotun Daniel - In: Future Business Journal 7 (2021), pp. 1-9

assessment of the dynamic correlation analysis of financial contagion with evidence from (5) African countries (South African … variance estimation shows that the crisis period is characterized by substantial increases in volatility, establishing that the … crisis period, an increase in correlation (contagion) existed, while a continued correlation (herding) existed in the post …

Persistent link: https://www.econbiz.de/10012493750

Asset allocation in markets with contagion : the interplay between volatilities, jump intensities, and correlations

Konermann, Patrick; Meinerding, Christoph; Sedova, Olga - In: Review of financial economics : RFE 22 (2013) 1, pp. 36-46

Persistent link: https://www.econbiz.de/10009717856