Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998
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- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series 2545, CESifo.
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- Mollah, Sabur & Quoreshi, A.M.M. Shahiduzzaman & Zafirov, Goran, 2016. "Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 151-167.
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Keywords
WP; transmission mechanism; Financial Crises; Contagion; International Spillovers; Russia; LTCM; Equity Markets; LTCM crisis; LTCM period; hedge fund LTCM; contagion from Russia; Russia's default; crisis transmission; market participant; LTCM to Russia; Stock markets; Stocks; Emerging and frontier financial markets; Securities markets; Factor models; Global; Eastern Europe; Asia and Pacific;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2003-06-04 (Finance)
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