Similar Search Results

Using local Gaussian correlation in a nonlinear re-examination of financial contagion

Støve, Bård; Tjostheim, Dag; Hufthammer, Karl Ove - In: Journal of empirical finance 25 (2014), pp. 62-82

Persistent link: https://www.econbiz.de/10010462084

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish … sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the … this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish …

Persistent link: https://www.econbiz.de/10011471074

Correlation meets causality : a holistic measure of financial contagion

Atasoy, Burak Sencer; Ozkan, Ibrahim - In: Finance research letters 65 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014552747

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

Persistent link: https://www.econbiz.de/10011440530

Emerging markets and financial crises : regional, global or isolated shocks?

Kenourgios, Dimitris; Padhi, Puja - In: Journal of multinational financial management 22 (2012) 1/2, pp. 24-38

Persistent link: https://www.econbiz.de/10009627455

The effect of alternative measures of distance on the correlation of real effective exchange rate returns : an approach to contagion analysis

Coulom, Jean; Shenai, Vijay - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

The topic of contagion has gained importance in the last few decades, earning its place amongst the most debated topics … in international economics. Contagion is a phenomenon where market disturbances in crisis times are observed to spread … flows. Analysing contagion and, more important, being able to make an on-coming prediction successfully helps economic …

Persistent link: https://www.econbiz.de/10011964042

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847

Contagion among select global equity markets : a time-frequency analysis

Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29

Persistent link: https://www.econbiz.de/10012214476

Managing portfolio risk during crisis times : a dynamic conditional correlation perspective

Zhang, Hanyu; Dufour, Alfonso - In: The quarterly review of economics and finance 94 (2024), pp. 241-251

Persistent link: https://www.econbiz.de/10014494675