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[PDF] Top 20 Contagion and integration of emerging markets during the global financial crisis

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Contagion and integration of emerging markets during the global financial crisis

Contagion and integration of emerging markets during the global financial crisis

... for global and regional market ...and global proportions and factors of variance in the period of crisis subprime or ...extent contagion during the subprime crisis by examining ... See full document

11

THE GLOBAL FINANCIAL CRISIS: AN ANALYSIS OF CONTAGION EFFECTS TO SELECTED MENA COUNTRIES

THE GLOBAL FINANCIAL CRISIS: AN ANALYSIS OF CONTAGION EFFECTS TO SELECTED MENA COUNTRIES

... The global financial crisis has been widely characterized as beginning with the real estate bubble burst and sub-prime crisis in the ...The crisis was not limited to advanced economies. ... See full document

24

Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach

Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach

... across emerging markets does not appear to be directly linked to geography or economic relations between the countries due to financial globalization and ... See full document

18

Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus

Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus

... high integration among Asian markets – India, Japan, China, Indonesia and their immediate neighbor continent, ...most emerging nations looks to justify this ...that financial markets ... See full document

12

Financial integration in emerging market economies: effects on volatility transmission and contagion

Financial integration in emerging market economies: effects on volatility transmission and contagion

... assets markets in eight Latin-American ...of markets reactions with the Principal Components Analysis (PCA), and they investigate the volatility of assets markets based on ARCH/GARCH ...of ... See full document

43

Globalization, financial crisis and contagion: time dynamic evidence from financial markets of developing countries

Globalization, financial crisis and contagion: time dynamic evidence from financial markets of developing countries

... Financial integration among economies has the benefit of improving allocative efficiency and diversifying ...recent global financial crisis, considered as the worst since the Great ... See full document

22

Contagion in International Stock Markets during the Sub Prime Mortgage Crisis

Contagion in International Stock Markets during the Sub Prime Mortgage Crisis

... for contagion. The paper finds evidence of short-term linkages during times of crisis but not ...1998 financial crisis, They find evidence of direct linkage between the Russian equity ... See full document

13

Globalization, financial crisis and contagion: time dynamic evidence from financial markets of developing countries

Globalization, financial crisis and contagion: time dynamic evidence from financial markets of developing countries

... Financial integration among economies has the benefit of improving allocation efficiency and diversifying ...recent global financial crisis, considered as the worst since the Great ... See full document

14

The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian Pacific Emerging Markets

The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian Pacific Emerging Markets

... equity markets are ...in emerging (Asian-Pacific) markets tend to provide investors with higher initial returns than IPOs issued in developed ...in emerging markets appear to bear a ... See full document

40

Deciphering financial contagion in the euro area during the crisis

Deciphering financial contagion in the euro area during the crisis

... on financial contagion is the use of a narrative approach to separate out different sources of ...shocks. Financial markets are rocked by a wide range of ...between global shocks, euro ... See full document

40

The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian Pacific Emerging Markets

The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian Pacific Emerging Markets

... the financial crisis. The 153 IPOs issued during 2003-2007 were primarily made up of IPOs from the industrial, consumer cyclical, financial, and basic material ...However, during the ... See full document

33

Revisiting sovereign ratings, capital flows and financial contagion in emerging markets

Revisiting sovereign ratings, capital flows and financial contagion in emerging markets

... ratings, contagion and capital flows to Emerging Markets (EMs), and clarify the relationship between ...capital markets and that capital flows is a major source of financing for ...that ... See full document

25

Financial integration and emerging markets capital structure

Financial integration and emerging markets capital structure

... the Global index (IFCG) and Investable index (IFCI) of Standard and Poor’s/International Finance Corporation ...The Global index represents the overall market capitalization of a country, whereas the ... See full document

42

European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns

European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns

... stock markets is important for us to test the existence of financial contagion during the sovereign debt ...that financial institutions with facilities in Europe, such as banks and ... See full document

101

Capital flows to emerging economies during and after the global financial crisis in 2008

Capital flows to emerging economies during and after the global financial crisis in 2008

... that emerging markets shall grow more rapidly than developed economies in the following years, but also that they will face stronger inflationary ...in emerging markets shall probably increase ... See full document

12

Integration and Contagion of BRIC Financial Markets

Integration and Contagion of BRIC Financial Markets

... of financial integration and contagion of ...a contagion effect with Brazilian and Chinese financial markets playing a leading role, which can be useful to worldwide investors ... See full document

26

Forbes and Rigobon’s method of contagion analysis with endogenously defined crisis periods – an application to some of Eurozone’s stock markets

Forbes and Rigobon’s method of contagion analysis with endogenously defined crisis periods – an application to some of Eurozone’s stock markets

... of contagion in the financial ...shift contagion of Forbes and Rigobon (2001) and their adjusted correlation analysis (Forbes and Rigobon, 2002) have gained a lot of attention but the later faces the ... See full document

9

Can Bank be a Cause of Contagion during the Global Financial Crisis?

Can Bank be a Cause of Contagion during the Global Financial Crisis?

... The graphs (Figure 2, see Appendix) from the GARCH (1,1) show a high market volatility at specific dates: September 2008, March 2009, April 2010. In addition, most of these dates coincide with the banking crises in ... See full document

10

The Global Financial Crisis and its Impact on India’s External Sector

The Global Financial Crisis and its Impact on India’s External Sector

... The global financial crisis which originated in the advanced economies spread rapidly to India and other Emerging Market Economies through various ...the financial crisis and ... See full document

15

Financial Contagion: the Role of Banks

Financial Contagion: the Role of Banks

... ‘financial contagion’ included the 1997-1998 crises, during which financial troubles that originated in Asia and Russia rapidly spread to other Emerging Market ...a financial ... See full document

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