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Magnolia Miriam Sosa Castro,Christian Bucio Pacheco,Alejandra Cabello Rosales
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 parame...
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Kuo-Jung Lee, Su-Lien Lu and You Shih
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Hsien-Yi Lee
Pág. 41 - 53
The sub prime mortgages crises took place in July, 2007 in US which causes the large scare in the global financial markets, and the international stock and foreign market suffer heavy shock. Using twenty international stock indexes, this study examines w...
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E.M. Afsal,Mohammad Imdadul Haque
Pág. 1025 - 1034
The price movements in gold market are considered to detect non-linear dependencies with stock market in the Saudi Arabian context. Both the univariate and multivariate models of GARCH class are employed in this study. Initially, the work uses GARCH (1,1...
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Jean Coulom and Vijay Shenai
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Jean Coulom and Vijay Shenai
The topic of contagion has gained importance in the last few decades, earning its place amongst the most debated topics in international economics. Contagion is a phenomenon where market disturbances in crisis times are observed to spread from one countr...
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Annika Westphal
This paper draws on network theory to investigate European banks? sovereign debt exposures. Banks? holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees. A highly c...
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Loujaina El Sayed, Nourhan Hegazi
Despite originating in the U.S., the repercussions of the 2008 global financial crisis were spread all over the globe to affect all classes of economies, suggesting the presence of a global contagious effect.MENA countries, which have recently become mor...
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Ivan V. Kozitsin
Online information cascades (tree-like structures formed by posts, comments, likes, replies, etc.) constitute the spine of the public online information environment, reflecting its various trends, evolving with it and, importantly, affecting its developm...
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Salma Zaiane,Rabeb Jrad
Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v...
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Dirk Visser,Gary van Vuuren
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe...
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Marina Beljic
Pág. 259 - 274
This paper analyzes bail-out and bail-in programs in the Eurozone periphery economies after the transformation of the global crisis into a debt crisis. Continuous rise of debt service costs was leading PIGS economies (Portugal, Ireland, Greece, Spain) ei...
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Edson Zambon Monte
Pág. 359 - 402
This study analyzed the analyze the integration pattern (co-movements) of the international financial markets of 25 countries, in the period from 1997 to 2015, by means of the principal component analysis, applied to the residuals of the VAR-GARCH model....
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Christos Kollias, Stephanos Papadamou and Costas Siriopoulos
Terrorist incidents exert a negative, albeit usually short-lived, impact on markets and equity returns. Given the integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being transmitted...
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Aléssio Tony Cavalcanti de Almeida,Bruno Ferreira Frascaroli,Danilo Regis da Cunha
Pág. 551 - 584
The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture...
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Luís Ángel Meneses Cerón,Ronald Alejandro Macuacé Otero
Pág. 51 - 62
This paper studies the relationships of dependence between financial markets, particularly the investigation of the effect of financial contagion between two sets of returns of stock indices: Dow Jones (DJ) and the General Index of the Stock Exchange of ...
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Izaan Jamil, Mori Kogid, Thien Sang Lim and Jaratin Lily
This study investigates the relationship between closing?opening prices of stocks in the US, UK, and European markets and the prices of stocks in the five Association of Southeast Asian Nations (ASEAN-5) markets, a group consisting of five founding membe...
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Inzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom and Worakamol Wisetsri
The high volatility and energy usage of rare earths have raised sustainable and financial concerns for environmentalists and sustainable investors. Therefore, this paper aims to investigate time-varying volatility transmission among rare earths elements,...
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Karl Vachuska
Much research has documented the contagiousness of violence. Some of this work has focused on contagiousness as operationalized by the spread across geographical space, while other work has examined the spread within social networks. While the latter bod...
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Pavel Ma?karinec
This paper focusses on the analysis of female political participation in the decision-making processes at the local level. We analyse women?s descriptive representation in Czechia on a very detailed spatial structure and an extended yearly time series (1...
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