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Did the contagion effect occur on the Latin America stock markets during the global financial crisis?

Jesús Gutiérrez, Raúl <de> - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 237-258

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 …

Persistent link: https://www.econbiz.de/10012260195

Financial contagion during global financial crisis and covid-19 pandemic : the evidence from DCC-GARCH model

Thi Ngan Nguyen; Phan Thi Kieu Hoa; Nguyen Thanh Liem - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian …, implying the interdependence between these markets. Furthermore, we find significant contagion effects from the U.S. equity … out of 10 Asian emerging markets had experienced the contagion from the U.S. Our findings also suggest that contagion …

Persistent link: https://www.econbiz.de/10013461351

A silent revolution : how central bank statistics have changed in the last 25 years

De Bonis, Riccardo; Piazza, Matteo - In: PSL quarterly review 74 (2021) 299, pp. 347-371

at challenges lying ahead for official statistics, namely, how to deal with digitalization and globalization, and how to …

Persistent link: https://www.econbiz.de/10013175146

A decade after the 2009 Global Recession : macroeconomic developments

Koh, Wee Chian; Yu, Shu - 2020

Emerging markets and developing economies (EMDEs) weathered the 2009 global recession relatively well. However, the impact of the global recession varied across economies. EMDEs with stronger pre-crisis fundamentals - such as large foreign exchange reserves, sound fiscal positions, and low...

Persistent link: https://www.econbiz.de/10012257019

External debt vulnerability in emerging markets and developing economies during the COVID-19 shock

El-Khishin, Sarah; Mohieldin, Mahmoud Safwat - In: Review of economics and political science : REPS 6 (2021) 1, pp. 24-47

Purpose This paper aims to assess to what extent the COVID-19 shock is expected to create a debt crisis in emerging markets and developing economies (EMDEs) through two main questions: what are the main determinants of EMDEs external vulnerability? How vulnerable are EMDEs to the current...

Persistent link: https://www.econbiz.de/10012615333

Mutual Fund Investment in Emerging Markets : An Overview

Kaminsky, Graciela L.; Lyons, Richard K.; Schmukler, … - In: The World Bank Economic Review 15 (2001) 2, pp. 315-339

International mutual funds are key contributors to the globalization of financial markets and one of the main sources … evidence on financial contagion. …

Persistent link: https://www.econbiz.de/10015360300

Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models

Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-19

This paper examines the effects of the Standard and Poor’s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, financials, healthcare, industrials,...

Persistent link: https://www.econbiz.de/10014382640

Surveying the reputation-regulation interface in the SABI industry : perspectives of private banking customers

Murimbika, Samson - In: South African journal of business management 55 (2024) 1, pp. 1-12

Purpose: Bank reputations took a severe knock following the global financial crisis of 2007-2009. To get the global banking industry back on its feet, regulations existing at the time were strengthened and new ones were introduced. While the industry has come a long way in clawing back its...

Persistent link: https://www.econbiz.de/10015196684

Equity return volatility in Africa's stock markets : a dynamic panel approach

Aawaar, Godfred; Logogye, Louis; Domeher, Daniel - In: Cogent economics & finance 11 (2023) 2, pp. 1-22

This study examines the determinants of time-varying return volatility of Africa's equity markets using monthly indices of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using the best fitting model among SGARCH, EGARCH and...

Persistent link: https://www.econbiz.de/10014501248

Inflation targeting and economic performance over the crisis : evidence from emerging market economies

Thuy Hang Duong - In: Asian journal of economics and banking : AJEB 6 (2022) 3, pp. 337-362

Purpose - Inflation targeting has increasingly become a popular monetary framework since its first introduction in New Zealand at the beginning of 1990. However, the causality effects of this policy on economic performance, particularly in periods of economic turmoil remain controversial. Thus,...

Persistent link: https://www.econbiz.de/10014231344