A systematic review of sovereign connectedness on emerging economies.

Roderic Mòbil

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A systematic review of sovereign connectedness on emerging economies.

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dc.contributor.author Ballester Miquel, Laura
dc.contributor.author Díaz Mendoza, Carmen
dc.contributor.author González-Urteaga, Ana
dc.date.accessioned 2020-07-23T09:48:49Z
dc.date.available 2020-07-23T09:48:49Z
dc.date.issued 2019
dc.identifier.uri https://hdl.handle.net/10550/75291
dc.description.abstract This article systematically reviews the academic literature on emerging market contagion in order to summarize what we have learnt about the transmission channels existing in these countries. Given the large body of academic research focused on this topic, we especially direct our attention to the strand of the literature that defines and empirically analyses this topic as the significant increase in the cross-market correlations between asset returns during crisis periods or when a shock occurs. The survey covers the findings on financial contagion in the stock, bond, exchange and credit default swap markets during a large period that covers several crises that have characterized the related literature, such as the currency crises of the 1990s, the global financial crisis and the Eurozone debt crisis. Finally, new topics are identified, serving as an outline for future research
dc.language.iso eng
dc.relation.ispartof International Review Of Financial Analysis, 2019
dc.rights.uri info:eu-repo/semantics/openAccess
dc.source Ballester Miquel, Laura Díaz Mendoza, Carmen González-Urteaga, Ana 2019 A systematic review of sovereign connectedness on emerging economies. International Review Of Financial Analysis
dc.subject Mercat Anàlisi
dc.subject Crisi financera global, 2007-2009
dc.subject Economia de mercat
dc.title A systematic review of sovereign connectedness on emerging economies.
dc.type info:eu-repo/semantics/article
dc.date.updated 2020-07-23T09:48:49Z
dc.identifier.doi https://doi.org/10.1016/j.irfa.2018.11.017
dc.identifier.idgrec 128379


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Roderic Mòbil