fragmented literature that document time-varying and imperfect BRIC markets’ integration with mature economies. Overall, we show … as contagion from BRIC markets’ shocks to advanced economies’ markets. …

sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the … 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 …

the unconditional correlation coefficients. We document that commodities tend to partially integrate. We perform contagion …This article investigates comovement and contagions in the commodities markets. We examine the comovement by analyzing …. Overall, we conclude that there are comovement and contagions among commodities. However, the degrees of comovement and …