contagion

  1. J

    Government intervention in Russian bourse a case of financial contagion

    Description In September-October 2008 the Russian stock markets came under severe strain amidst the global financial crisis. During this time the Russian government intervened several times to halt the trade to impede the continuous slide. The government justified its actions owing to the...
    • jasminepvk
    • Thread
    • contagion europe financial crisis multivariate garch russia stock markets united states of america volatility spillovers
    • Replies: 0
    • Forum: Corporate Finance
  2. J

    Measuring macroeconomic and financial market interdependence a critical survey

    Description Study of the interdependence among economies is of considerable importance. This area includes issues such as the increasing importance of regional economic interactions, the effects of economic growth and recession in the advanced economies on emerging market countries, and...
    • jasminepvk
    • Thread
    • contagion econometric measurements econometrics financial crisis financial markets interdependence macroeconomics
    • Replies: 0
    • Forum: Macro-Economics
  3. J

    The 2011 Japanese earthquake tsunami and nuclear crisis

    Description Natural disasters may inflict significant damage upon international financial markets. The purpose of this study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake, tsunami and subsequent nuclear crisis. Journal of Financial...
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