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Global Financial Crisis and Emerging Stock Market Contagion : A Multivariate FIAPARCH-DCC Approach

Dimitriou, Dimitrios I. - 2013

This paper empirically investigates the contagion effects of the global financial crisis in a multivariate Fractionally Integrated Asymmetric Power ARCH (FIAPARCH) dynamic conditional correlation (DCC) framework during the period 1997-2012. We focus on five most important emerging equity...

Persistent link: https://www.econbiz.de/10013080540

Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash

Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217

Persistent link: https://www.econbiz.de/10012421548

An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28

weights of American stocks in the Asia-US portfolios were found to be higher during the Chinese stock market crash than in the … US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost …

Persistent link: https://www.econbiz.de/10012388066

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479

Measuring dependence between the USA and the Asian economies : a time-varying copula approach

Rajwani, Shegorika; Kumar, Dilip - In: Global business review 20 (2019) 4, pp. 962-980

Persistent link: https://www.econbiz.de/10012137520

Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods

Chang, Hao-Wen; Chiang, Yi-Chein; Ke, Mei-chu; Wang, … - In: International review of economics & finance : IREF 83 (2023), pp. 312-329

Persistent link: https://www.econbiz.de/10014246700

The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility

Nathrah Yacob; Mahdzan, Nurul Shahnaz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 460-476

Persistent link: https://www.econbiz.de/10011457470

An Investigation of Return and Volatility Linkages Among Stock Markets : A Study of Emerging Asian and Selected Developed Countries

Bhowmik, Roni - 2019

, China, Bangladesh, Malaysia, Philippine, and South Korea) stock markets and developed (e.g., United States, United Kingdom … unexpected shocks. The evidence suggests that both the returns and volatility linkages exist between the emerging Asia and the …

Persistent link: https://www.econbiz.de/10012895619

Corporate governance and financial performance of firms listed on Asian Pacific stocks : evidence from Malaysia, Thailand, and Singapore

Elmghaamez, Ibrahim Khalifa; Gan, Xin Yao - In: International journal of business governance and ethics … 17 (2023) 2, pp. 155-181

Persistent link: https://www.econbiz.de/10014287975

A reexamination of capital controls' effectiveness : recent experience of Thailand

Pongrapeeporn Abhakorn; Tantisantiwong, Nongnuch - In: Journal of Asian economics 23 (2012) 1, pp. 26-38

Persistent link: https://www.econbiz.de/10009703207