scholarly journals COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach

2020 ◽  
Author(s):  
Huthaifa Alqaralleh ◽  
Alessandra Canepa ◽  
Emilio Zanetti Chini
Keyword(s):  
Stock Market ◽  
Market Contagion

International stock market contagion: A CEEMDAN wavelet analysis

2018 ◽  
Vol 72 ◽  
pp. 333-352 ◽  
Author(s):  
Zhongbao Zhou ◽  
Ling Lin ◽  
Shuxian Li
Keyword(s):  
Stock Market ◽  
Wavelet Analysis ◽  
Market Contagion

scholarly journals What is the impact of stock market contagion on an investor’s portfolio choice?

2009 ◽  
Vol 45 (1) ◽  
pp. 94-112 ◽  
Author(s):  
Nicole Branger ◽  
Holger Kraft ◽  
Christoph Meinerding
Keyword(s):  
Stock Market ◽  
Portfolio Choice ◽  
Market Contagion ◽  
The Impact

scholarly journals Contagion effects of the global financial crisis in us and European real economy sectors

2014 ◽  
Vol 61 (3) ◽  
pp. 275-288 ◽  
Author(s):  
Dimitris Kenourgios ◽  
Dimitrios Dimitriou
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Global Financial Crisis ◽  
Regional Analysis ◽  
Real Economy ◽  
Policy Makers ◽  
Contagion Effects ◽  
Market Contagion ◽  
Show Evidence ◽  
The Global Financial Crisis

This paper empirically investigates the contagion effects of the Global Financial Crisis (2007-2009) from the financial sector to the real economy by examining nine sectors of US and developed European region. We provide a regional analysis by testing stock market contagion on the aggregate level and the sector level, on the global level and the domestic/regional level. Results show evidence of global contagion in US and developed European aggregate stock market indices and all US sector indices, implying the limited benefits of portfolio diversification. On the other hand, most of the European regional sectors seem to be immune to the adverse effects of the crisis. Finally, all non-financial sectors of both geographical areas seem to be unaffected by their domestic financial systems. These findings have important implications for policy makers, investors and international organizations.

On emerging stock market contagion: The Baltic region

2016 ◽  
Vol 36 ◽  
pp. 312-321 ◽  
Author(s):  
Panayotis D. Alexakis ◽  
Dimitris Kenourgios ◽  
Dimitrios Dimitriou
Keyword(s):  
Stock Market ◽  
Baltic Region ◽  
Market Contagion ◽  
The Baltic
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