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Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121

Persistent link: https://www.econbiz.de/10010465130

Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals

Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; … - In: Applied economics 43 (2011) 19/21, pp. 2365-2379

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Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

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Measuring stock market contagion : local or common currency returns?

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Persistent link: https://www.econbiz.de/10011304204

Return and volatility spillover among banks and insurers : evidence from pre-crisis and crisis periods

Elyasiani, Elyas; Kalotychou, Elena; Staikouras, Sotiris K. - In: Journal of financial services research : JFSR 48 (2015) 1, pp. 21-52

Persistent link: https://www.econbiz.de/10011414081

The impact of the European sovereign debt crisis on banks stocks : some evidence of shift contagion in Europe

Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: Journal of banking & finance 74 (2017), pp. 24-37

Persistent link: https://www.econbiz.de/10011793619

The impact of the eurozone crisis on European banks stocks contagion or interdependence?

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Comovement across BRICS and the US stock markets : a multitime scale wavelet analysis

Batondo, Musumba; Uwilingiye, Josine - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-21

. The current study examines the co-movement of stock markets in BRICS (Brazil, Russia, India, China and South Africa … diversification and risk management perspectives, these results indicate that the market in China provided lucrative grounds for short …

Persistent link: https://www.econbiz.de/10013252768

Financial contagion, vulnerability and information : empirical identification

Weber, Enzo - 2009

Persistent link: https://www.econbiz.de/10003908053

Shift contagion with endogenously detected volatility breaks : the case of CEE stock markets

Baumöhl, E.; Lyócsa, Š.; Výrost, T. - In: Applied economics letters 18 (2011) 10/12, pp. 1103-1109

Persistent link: https://www.econbiz.de/10009317541