This paper expands the current body of literature on the empirical evidence of stock market contagion by measuring the occurrence of contagion across 42 countries during nine financial events. The selected list of events includes those that have been commonly tested as well as those that are...

Most empirical research on contagion in financial markets neglects smaller, frontier markets like those found in Africa. In this paper, contagion is measured on sector-by-sector basis for six African equity markets. Although evidence of coontagion ispresent in both the Asian and Russian crises,...

This study aims to fill a gap in the current literature by determining which channels of financial contagion are the most significant in transmitting crises between countries. Initial results, using χ2 contingency tables, indicate that there is a significant relationship between contagion and...

A new data set called the South African Financial Diaries has been produced, based on a sample of 166 households, drawn from three different areas in South Africa - Langa, Lugangeni and Diepsloot. The selected households represent a range of dwelling types and wealth categories. A unique...

The Financial Diaries data-set is a unique, new set of year-long daily income, expense and financial transactions for households from three different areas of South Africa. These data show that over-indebted households (those that spend 20 per cent or more of their gross monthly income on debt)...

A new data set called the Financial Diaries has been produced, based on a sample of 166 households, drawn from three different areas (Langa, Lugangeni and Diepsloot), from a range of dwelling types and wealth categories. A unique methodology was used to create a year-long daily data set of every...