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BREXIT: equity market contagion and transmission channels
Applied Economics
◽
10.1080/00036846.2021.2018128
◽
2021
◽
pp. 1-20
Author(s):
Ahmed Ayadi
Keyword(s):
Equity Market
◽
Transmission Channels
◽
Market Contagion
Download Full-text
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References
BREXIT: Equity Market Contagion and Transmission Channels
SSRN Electronic Journal
◽
10.2139/ssrn.3808659
◽
2021
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Ahmed AYADI
Keyword(s):
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Transmission Channels
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Measuring equity market contagion in multiple financial events
Applied Financial Economics
◽
10.1080/09603100500056759
◽
2005
◽
Vol 15
(8)
◽
pp. 531-538
◽
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◽
Shãna Gavron
Keyword(s):
Equity Market
◽
Market Contagion
◽
Financial Events
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Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model
The Quarterly Review of Economics and Finance
◽
10.1016/j.qref.2017.04.009
◽
2018
◽
Vol 67
◽
pp. 36-44
◽
Cited By ~ 12
Author(s):
Lumengo Bonga-Bonga
Keyword(s):
Garch Model
◽
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Multivariate Garch
◽
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◽
Multivariate Garch Model
◽
Market Contagion
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The Global Crisis and Equity Market Contagion
The Journal of Finance
◽
10.1111/jofi.12203
◽
2014
◽
Vol 69
(6)
◽
pp. 2597-2649
◽
Cited By ~ 298
Author(s):
GEERT BEKAERT
◽
MICHAEL EHRMANN
◽
MARCEL FRATZSCHER
◽
ARNAUD MEHL
Keyword(s):
Equity Market
◽
Global Crisis
◽
Market Contagion
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Global Crises and Equity Market Contagion
SSRN Electronic Journal
◽
10.2139/ssrn.1921248
◽
2011
◽
Author(s):
Geert Bekaert
◽
Michael Ehrmann
◽
Marcel Fratzscher
◽
Arnaud Mehl
Keyword(s):
Equity Market
◽
Market Contagion
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The Global Crisis and Equity Market Contagion
SSRN Electronic Journal
◽
10.2139/ssrn.2387628
◽
2014
◽
Cited By ~ 1
Author(s):
Geert Bekaert
◽
Michael Ehrmann
◽
Marcel Fratzscher
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Arnaud Mehl
Keyword(s):
Equity Market
◽
Global Crisis
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Global Crises and Equity Market Contagion
10.3386/w17121
◽
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Cited By ~ 67
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◽
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Keyword(s):
Equity Market
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The Global Crisis and Equity Market Contagion
CFA Digest
◽
10.2469/dig.v45.n4.18
◽
2015
◽
Vol 45
(4)
◽
Author(s):
Sandra Krueger
Keyword(s):
Equity Market
◽
Global Crisis
◽
Market Contagion
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Further Evidence on Equity Market Contagion: the FSLIC's Solvency and the Liquidity Crisis of Financial Corporation of America
Financial Review
◽
10.1111/j.1540-6288.1998.tb01399.x
◽
1998
◽
Vol 33
(4)
◽
pp. 93-106
◽
Cited By ~ 2
Author(s):
Elizabeth S. Cooperman
◽
Glenn A. Wolfe
◽
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◽
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Keyword(s):
Equity Market
◽
Market Contagion
◽
Liquidity Crisis
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Equity Market Contagion During the Global Financial Crisis: Evidence from the World's Eight Largest Economies
SSRN Electronic Journal
◽
10.2139/ssrn.2521241
◽
2013
◽
Author(s):
Dinesh Prasad Gajurel
◽
Mardi H. Dungey
Keyword(s):
Financial Crisis
◽
Global Financial Crisis
◽
Equity Market
◽
Market Contagion
◽
The Global Financial Crisis
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