Acceso al sitio web del Consejo de Políticas de Infraestructura

   
Redirigiendo al acceso original de articulo en 19 segundos...
ARTÍCULO
TITULO

Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets

Kuo-Jung Lee    
Su-Lien Lu and You Shih    

Resumen

No disponible

PÁGINAS
MATERIAS
ECONOMÍA

 Artículos similares

       
 
Edson Zambon Monte     Pág. 359 - 402
This study analyzed the analyze the integration pattern (co-movements) of the international financial markets of 25 countries, in the period from 1997 to 2015, by means of the principal component analysis, applied to the residuals of the VAR-GARCH model.... ver más

 
E.M. Afsal,Mohammad Imdadul Haque     Pág. 1025 - 1034
The price movements in gold market are considered to detect non-linear dependencies with stock market in the Saudi Arabian context. Both the univariate and multivariate models of GARCH class are employed in this study. Initially, the work uses GARCH (1,1... ver más

 
Annika Westphal    
This paper draws on network theory to investigate European banks? sovereign debt exposures. Banks? holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees. A highly c... ver más

 
Dirk Visser,Gary van Vuuren    
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe... ver más

 
Christos Kollias, Stephanos Papadamou and Costas Siriopoulos    
Terrorist incidents exert a negative, albeit usually short-lived, impact on markets and equity returns. Given the integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being transmitted... ver más