this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish … equity markets and the investigated European equity markets. The contagion effects are found to ease dramatically in the … intervention as a mechanism to mitigate and absorb contagion associated with state-specific financial crises and if possible …

The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market … squared stock returns of all 35 stock indices studied. Empirical findings show the evidence of contagion during the global … financial crisis (GFC) and Euro Zone crisis (EZC). The intensity of contagion varies depending on its sources. This implies that …

-McGrevy and Phillips (2016) to estimate bubbles contagion among these real estate markets. We found evidence of housing prices …

This study aims to investigate the existence of contagion between liquid and illiquid assets in the credit default swap … default contagion effect by reflecting illiquidity-induced credit risk after the crisis. Finally, the dynamic conditional …