Buscar
Mostrando ítems 1-3 de 3
Immunity and infection : emerging and developed market sovereign spreads over the global financial crisis
(Elsevier BV, 2018-03)
We compare sovereign bond spreads during the international financial crisis across groups drawn from 43 countries, including 20 emerging economies. We extend traditional factor analyses and utilize propensity score matching ...
Financial autarchy as contagion prevention : the case of colombian pension funds
(Routledge, 2014-12-05)
Regulations restricting investment by pension funds in high-risk and foreign assets may quarantine member accounts from contagious transmissions during financial crises. We analyze contagion from U.S. equity markets to ...
Testing for contagion from oil and developed markets to emerging markets : an empirical analysis using systemic risk parameter
(Centrum Badan Socjologicznych, 2020)
This paper analyses the volatility transmission from changes in prices in oil and developed stock markets to emerging markets. We test for volatility contagion from these two factors while allowing for interaction between ...