Add to ORKG"This paper aims to analyze the contagion effect among the stock markets of the BRIC+M block (Brazil, Russia, India, China plus Mexico). The contagion effect is proved through increases on dependence parameters during crisis periods. The dependence param
The Russian and LTCM financial crises in 1998 originated in bond markets, but rapidly transmitted th...
This study tests whether contagion efects exist, during the “Asian flu”, between the stock markets o...
The aim of this article is to examine how the dynamics of correlations between two emerging countrie...
El objetivo del presente trabajo es analizar el efecto contagio entre los mercados de capital del bl...
Advances in portfolio optimisation techniques have given rise to studies that aim to identify change...
The purpose of this paper is to investigate whether the relationship of interdependence and contagio...
This chapter contributes to the empirical finance literature on modeling co-movement in financial ma...
This research analyzes and extends the study of contagion for BRICS emerging stock markets in the co...
AbstractOscillations in the financial market during the subprime crisis brought about a rise in vola...
This research applies a set of diversified tests that have not been used on a joint basis to study t...
The purpose of this study is to investigate whether contagion actually occurred during three well-kn...
This paper applies mutual information to research the distribution of financial contagion in global ...
The objective of this paper is to explore the determining factors behind financial contagion between...
In the last several years, there has been a large amount of effort aimed at identifying the causes o...
ABSTRACTU.S. subprime financial crisis contagion on BRIC and European Union stock marketsThe Copula ...
The Russian and LTCM financial crises in 1998 originated in bond markets, but rapidly transmitted th...
This study tests whether contagion efects exist, during the “Asian flu”, between the stock markets o...
The aim of this article is to examine how the dynamics of correlations between two emerging countrie...
El objetivo del presente trabajo es analizar el efecto contagio entre los mercados de capital del bl...
Advances in portfolio optimisation techniques have given rise to studies that aim to identify change...
The purpose of this paper is to investigate whether the relationship of interdependence and contagio...
This chapter contributes to the empirical finance literature on modeling co-movement in financial ma...
This research analyzes and extends the study of contagion for BRICS emerging stock markets in the co...
AbstractOscillations in the financial market during the subprime crisis brought about a rise in vola...
This research applies a set of diversified tests that have not been used on a joint basis to study t...
The purpose of this study is to investigate whether contagion actually occurred during three well-kn...
This paper applies mutual information to research the distribution of financial contagion in global ...
The objective of this paper is to explore the determining factors behind financial contagion between...
In the last several years, there has been a large amount of effort aimed at identifying the causes o...
ABSTRACTU.S. subprime financial crisis contagion on BRIC and European Union stock marketsThe Copula ...
The Russian and LTCM financial crises in 1998 originated in bond markets, but rapidly transmitted th...
This study tests whether contagion efects exist, during the “Asian flu”, between the stock markets o...
The aim of this article is to examine how the dynamics of correlations between two emerging countrie...