This paper tests the existence of financial contagion between US and Latin America stock markets based on the analysis … procedure to examine the potential channels of financial contagion effects on emerging stock markets. The empirical results … markets are significantly affected by the contagion effects from the global financial crisis. However, Argentina stock market …

This paper examines the financial contagion in an emerging market setting by investigating the contagion effects of … compared to Greece. The study reports that Brazil, India, Russia, China and South Africa are strongly hit by the contagion … shock during the Eurozone crisis period. However, Indonesia and South Korea report only interdependence and not contagion …

plunging stock market in the US, in the aftermath of global financial crisis (2007 - 2009), exerts contagion effects on … terms, and time-varying correlations. The empirical analysis shows a contagion effect for Brazil and Mexico during the early …

plunging stock market in the US, in the aftermath of global financial crisis (2007 - 2009), exerts contagion effects on … terms, and time-varying correlations. The empirical analysis shows a contagion effect for Brazil and Mexico during the early …

The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market … squared stock returns of all 35 stock indices studied. Empirical findings show the evidence of contagion during the global … financial crisis (GFC) and Euro Zone crisis (EZC). The intensity of contagion varies depending on its sources. This implies that …

The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market … squared stock returns of all 35 stock indices studied. Empirical findings show the evidence of contagion during the global … financial crisis (GFC) and Euro Zone crisis (EZC). The intensity of contagion varies depending on its sources. This implies that …

seemed to be least integrated within the EMU stock market system. The findings further suggest presence of contagion effects …

implying “macro-financial” contagion. The crisis-specific analysis of macro-financial linkages broadens the perspective of … existing studies of financial contagion. Our findings indicate that the stock market does not merely reflect future economic …