کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1003243 | 937560 | 2007 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Contagion effect in financial markets after the South-East Asia Tsunami
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
مدیریت، کسب و کار و حسابداری
کسب و کار و مدیریت بین المللی
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چکیده انگلیسی
Powerful earthquakes may cause heavy damage to the financial markets of individual countries (regions), and may even spillover to other countries (regions). Using 26 international stock indexes and exchange rates, this study examines whether any contagion effect occurred across financial markets after the strong earthquake in South-East Asia on December 26, 2004. Using heteroscedasticity biases based on correlation coefficients to examine the existence of the contagion effect, this study shows that no individual country stock market suffered from the contagion effect, but that the foreign exchange markets of some countries (namely India, Philippines and Hong Kong) did suffer from the contagion effect.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Research in International Business and Finance - Volume 21, Issue 2, June 2007, Pages 281–296
Journal: Research in International Business and Finance - Volume 21, Issue 2, June 2007, Pages 281–296
نویسندگان
Hsien-Yi Lee, Hsing-Chi Wu, Yung-Jang Wang,