China having little connection with other markets. Further, evidence of financial contagion is found during both the 1997 …

variations. Finally, to test the contagion effects, the authors estimate the exact percentage change in co-spectral density … frequencies. Finally, these increased cyclical co-movements measure the outcomes of contagion and indicate fairly strong …

-movement post-financial crisis, and whether any observed increased co-movement measures the outcomes of contagion or integration … financial markets post-financial crisis. Moreover, these observed increased co-movements measure the outcomes of contagion in … estate, stock and bond market co-movement, integration and contagion dynamics, as well as the Asian cross-asset factor and US …

Empirical research on contagion between international stock markets generally focuses on index returns converted into … currency also reflect fluctuations in the exchange rate, which is shown to bias the outcomes of a contagion test. …

This paper investigates the contagion effects of the Global Financial Crisis (2007–2009) by examining ten sectors in … financial contagion across regions and real economy sectors by utilizing dynamic conditional correlation from the multivariate … Fractionally Integrated Asymmetric Power ARCH (FIAPARCH) model. Evidence shows that the GFC can be characterized by contagion …