کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9548915 | 1371668 | 2005 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Financial contagion vulnerability and resistance: A comparison of European stock markets
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موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
This paper investigates contagion to European stock markets associated with seven big financial shocks between 1997 and 2002. We apply methods using heteroscedasticity-adjusted correlation coefficients to discriminate between contagion, interdependence and breaks in stock markets relationships. The analysis focuses on a comparison between developed Western European markets and emerging stock markets in Central and Eastern Europe. We find modest evidence of significant instabilities in cross-market linkages after the crises. The Central and Eastern European stock markets are not more vulnerable to contagion than Western European markets.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Systems - Volume 29, Issue 3, September 2005, Pages 344-362
Journal: Economic Systems - Volume 29, Issue 3, September 2005, Pages 344-362
نویسندگان
DobromiÅ Serwa, Martin T. Bohl,