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Some paper which have been finalized are listed below. Others are in review. Chapter 1: Synergy in Motion: Financial Institutions Fostering Financial Stability -- Chapter 2: Riding the Waves: Embracing Volatility in Financial Market -- Chapter 3: A Trifecta for Inclusive development: Women's...
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This study investigates the contagion effects of the 2007-2009 global financial crisis across multiple asset markets and different regions. It uses daily return data of six asset classes: stocks, bonds, commodities, shipping, foreign exchange and real estate. A robust analysis of financial...
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This paper investigates financial contagion in a multivariate time-varying asymmetric framework, focusing on four emerging equity markets, namely Brazil, Russia, India, China (BRIC) and two developed markets (U.S. and U.K.), during five recent financial crises. Specifically, both a multivariate...
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