Our paper conducts an asset pricing perspective to investigate OECD equity markets co-movements and contagion during different crises. The paper aims at distinguishing between changes in cross-markets linkages during a crisis, on the one hand, and strong but stable cross-markets linkages and permanent shifts in these linkages, on the other hand. Our empirical setting relies on the three factor model of Bekeart and al. (2005, 2011) and differs by testing the co-movements in their double dimensions: interdependence and contagion during the Asian, the European Exchange Rate Mechanism (ERM) and the Global Financial crises in different regions. Our results highlight the existence of cross-sectional patterns both in regional and USA market cor...
The contagion of financial crises surrounding the markets around the world has been in the forefront...
Despite originating in the U.S., the repercussions of the 2008 global financial crisis were spread a...
This paper examines the empirical literature on financial market contagion in Asia during the 1997–...
This paper takes an asset pricing perspective to investigate the equity market comovement and contag...
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
"This paper takes an asset pricing perspective to investigate the equity market comovement and conta...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
Using the 2007-2009 financial crisis as a laboratory, we analyze the transmission of crises to count...
The contagion of financial crises surrounding the markets around the world has been in the forefront...
Despite originating in the U.S., the repercussions of the 2008 global financial crisis were spread a...
This paper examines the empirical literature on financial market contagion in Asia during the 1997–...
This paper takes an asset pricing perspective to investigate the equity market comovement and contag...
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The devastation resulting from the recent global financial and Eurozone crises is immense. Most rese...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
"This paper takes an asset pricing perspective to investigate the equity market comovement and conta...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affect...
Using the 2007-2009 financial crisis as a laboratory, we analyze the transmission of crises to count...
The contagion of financial crises surrounding the markets around the world has been in the forefront...
Despite originating in the U.S., the repercussions of the 2008 global financial crisis were spread a...
This paper examines the empirical literature on financial market contagion in Asia during the 1997–...