Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?

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Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014, background): “18 around the 2008-2009 global financial crisis and the 2009-2012 Eurozone crisis (Ahmad et al., 2013; Dimitriou et al., 2013).”
Do global factors impact BRICS stock markets? A quantile regression approach (2014, background): “Although several papers have considered different starting dates for the global financial crisis (e.g., Reboredo, 2012; Xu and Hamori, 2012; Ahmad et al., 2013; Dimitriou et al., 2013; Liu et al., 2013), we focus on the behavior of crude oil prices to mark the date of the financial crisis.”
Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016, methodology): “Ahmad et al. (2013) find similar result since the BRICS are founded to be strongly hit by the European contagion”
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017, unknown): “Ahmad et al. (2013) define the contagion as significant increases in cross market correlations during the turmoil period, while any continued increase in cross market correlation at high levels is referred to as interdependence.”