Market Linkages, Variance Spillovers and Correlation Stability: Empirical Evidences of Financial Contagion

SSRN Electronic Journal ◽

10.2139/ssrn.1020014 ◽

2007 ◽

Cited By ~ 1

Author(s):

Monica Billio ◽

Massimiliano Caporin

Keyword(s):

Financial Contagion ◽

Market Linkages

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Stock market linkages and financial contagion: A cobreaking analysis

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2009.12.004 ◽

2010 ◽

Vol 50 (2) ◽

pp. 157-166 ◽

Cited By ~ 24

Author(s):

Niklas Ahlgren ◽

Jan Antell

Keyword(s):

Stock Market ◽

Financial Contagion ◽

Market Linkages

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Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2009.03.018 ◽

2010 ◽

Vol 54 (11) ◽

pp. 2443-2458 ◽

Cited By ~ 52

Author(s):

Monica Billio ◽

Massimiliano Caporin

Keyword(s):

Empirical Evidence ◽

Financial Contagion ◽

Market Linkages

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Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages

2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr) ◽

10.1109/cifer.2011.5953569 ◽

2011 ◽

Cited By ~ 2

Author(s):

Antoaneta Serguieva ◽

Fang Liu ◽

Paresh Date

Keyword(s):

Financial Contagion ◽

Market Participants ◽

Market Linkages ◽

Behavioural Characteristics

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A Spatial Analysis of International Stock Market Linkages

SSRN Electronic Journal ◽

10.2139/ssrn.1787109 ◽

2011 ◽

Cited By ~ 3

Author(s):

Hossein Asgharian ◽

Wolfgang Hess ◽

Lu Liu

Keyword(s):

Spatial Analysis ◽

Stock Market ◽

Market Linkages

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How Significant is Financial Contagion?

SSRN Electronic Journal ◽

10.2139/ssrn.2024008 ◽

2012 ◽

Author(s):

Louis Piccotti

Keyword(s):

Financial Contagion

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Financial Contagion Effect and Investor Behavior in African Financial Markets During the 2007–09 Global Financial Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.3442636 ◽

2019 ◽

Author(s):

Jaliyyah Bello ◽

Timothy Rodgers

Keyword(s):

Financial Crisis ◽

Financial Markets ◽

Global Financial Crisis ◽

Investor Behavior ◽

Financial Contagion ◽

Contagion Effect

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Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

SSRN Electronic Journal ◽

10.2139/ssrn.3602973 ◽

2020 ◽

Cited By ~ 6

Author(s):

Larisa Yarovaya ◽

Janusz Brzeszczynski ◽

John W. Goodell ◽

Brian M. Lucey ◽

Chi Keung Lau

Keyword(s):

Information Transmission ◽

Transmission Mechanism ◽

Financial Contagion

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Financial Contagion in Internet Lending Platforms: Who Pays the Price?

SSRN Electronic Journal ◽

10.2139/ssrn.3621564 ◽

2020 ◽

Author(s):

We Geng Cheng ◽

Rodrigo Leite ◽

Fabio Caldeiraro

Keyword(s):

Financial Contagion

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Systemic risk and macro-financial contagion in China: financial balance sheet-based network analysis

Journal of the Asia Pacific Economy ◽

10.1080/13547860.2021.1928407 ◽

2021 ◽

pp. 1-34

Author(s):

Lixin Sun

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Balance Sheet ◽

Financial Contagion ◽

Financial Balance

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Financial contagion in internet lending platforms: Who pays the price?

Finance Research Letters ◽

10.1016/j.frl.2021.102187 ◽

2021 ◽

pp. 102187

Author(s):

We Geng Cheng ◽

Rodrigo de Oliveira Leite ◽

Fabio Caldieraro

Keyword(s):

Financial Contagion

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