Contagion as a domino effect in global stock markets
By Thijs D. Markwat, E. Kole, Dick Van Dijk. 2009
208 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/a10e396350afd44a55e6869c650fa7686654fa52
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Duc Khuong Nguyen
- Amine Lahiani
- Shawkat Hammoudeh
- Mohamed Arouri
- Perry Sadorsky
- George Filis
- George S. Atsalakis
- Stavros Degiannakis *
In Finance
- Duc Khuong Nguyen
- Shawkat Hammoudeh
- Mohamed Arouri
- Amine Lahiani
- Perry Sadorsky
- Dazhi Zheng
- T. C. Chiang
- Kimon P. Valavanis
Citations in the corpus
- Dependence structure and extreme comovements in international equity and bond markets (2011, unknown): “In a bivariate context, Rodriguez (2007) introduces regime switching in both the parameters of marginal distributions and the copula function.”
- Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “Related research on this topic may be found in Sornette (2004), Verma and Ozuna (2005), Haile and Pozo (2008), Markwat et al. (2009).”
- Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (2012, background): “Most of these crises are characterized by high volatility and contagion ( Forbes and Rigobon, 2002; Lee et al., 2007; Markwat et al., 2009) .”
- Diversifying away the Risk of War and Cross-Border Political Crisis (2017, unknown): “The third factor is linked to the evidence suggesting the presence of contagion or a domino effect among equity markets of different countries (Syllignakis and Kouretas, 2011; Markwat et al., 2009; Bodart and Candelon, 2009).”
- An empirical analysis of herd behavior in global stock markets (2010, result): “This evidence is consistent with the notion that stock market contagion operates through a domino effect (Markwat et al., 2009).”
- World market risk, country-specific risk and expected returns in international stock markets (2010, unknown): “3 For the significance of time-varying cross-correlations in international markets, see Bartram et al. (2007), Cai et al. (2009), Markwat et al. (2009), and You and Daigler (2010).”