Browsing by Topic Conventional finance::Capital markets

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  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...

Browsing by Topic Conventional finance::Capital markets

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 26 to 26 of 26
  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...