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The global financial crisis: World market or regional contagion effects? · Study

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ArticleThe global financial crisis: World market or regional contagion effects?

Lucía Morales2013

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Articlegreen2013

The global financial crisis: World market or regional contagion effects?

Lucía Morales · Bernadette Andréosso-O’Callaghan

63 citations·0/0 files stored·International Review of Economics & Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1992ARCH modeling in finance 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 2005Market Integration and Contagion 2000Contagion: Understanding How It Spreads 2005Empirical modelling of contagion: a review of methodologies 2001Measuring Contagion: Conceptual and Empirical Issues 1985Conditional variance and the risk premium in the foreign exchange market

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis 2015Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market 2015Global risk spillover and the predictability of sovereign CDS spread: International evidence 2021Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis 2020Asymmetric volatility connectedness among main international stock markets: A high frequency analysis

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Details

Year2013

Typearticle

Published2013-05-11

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations63

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.iref.2013.05.010

openalex_workW2097380733

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