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Global Crises and Equity Market Contagion · Study

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PreprintGlobal Crises and Equity Market Contagion

Geert Bekaert A2012

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Preprintgreen2012

Global Crises and Equity Market Contagion

Geert Bekaert A · Michael Ehrmann · Marcel Fratzscher · Arnaud Mehl

41 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1992The Cross-Section of Expected Stock Returns 1996Financial Dependence and Growth 1997Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2008Market Liquidity and Funding Liquidity 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2004The Cash Flow Sensitivity of Cash 2000Financial Contagion

Cited by

2020Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Equity Markets 2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries 2021The impact of conflict and political instability on banking crises in developing countries 2011Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach 2013The empirical similarity approach for volatility prediction

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations41

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.2023372

openalex_workW3144511342

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