Arbeitspapier
Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters
With financial globalization, investors can gain from diversification if returns from financial markets are stable and not correlated. However with volatility spillovers, increase in cross-market correlations exist as a real-effect and are not taken into account for asset allocation and portfolio composition. This chapter assesses financial contagion from two recent trends in the world economy: the global financial crisis and the 2011 Japanese natural disasters (tsunami, earthquake and nuclear crises).
- Sprache
-
Englisch
- Erschienen in
-
Series: AGDI Working Paper ; No. WP/13/035
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Asongu, Simplice A.
- Ereignis
-
Veröffentlichung
- (wer)
-
African Governance and Development Institute (AGDI)
- (wo)
-
Yaoundé
- (wann)
-
2013
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Asongu, Simplice A.
- African Governance and Development Institute (AGDI)
Entstanden
- 2013
Ähnliche Objekte (12)
Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
Financial development dynamic thresholds of financial globalization: evidence from Africa
Are financial benefits of financial globalization questionable until greater domestic financial development has taken place?
Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
Globalization, Financial Development and Regional Economic Dynamics: asymmetric panel evidence from Africa
The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
How do financial reforms affect inequality through financial sector competition? Evidence from Africa
African Financial Development Dynamics: Big Time Convergence
Financial Determinants of Human Development in Developing Countries
New financial intermediary development indicators for developing countries
Knowledge Economy and Financial Sector Competition in African Countries
How has Mobile Banking Stimulated Financial Development in Africa?
Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
Financial development dynamic thresholds of financial globalization: evidence from Africa
Are financial benefits of financial globalization questionable until greater domestic financial development has taken place?
Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
Globalization, Financial Development and Regional Economic Dynamics: asymmetric panel evidence from Africa
The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
How do financial reforms affect inequality through financial sector competition? Evidence from Africa
African Financial Development Dynamics: Big Time Convergence
Financial Determinants of Human Development in Developing Countries
New financial intermediary development indicators for developing countries
Knowledge Economy and Financial Sector Competition in African Countries
How has Mobile Banking Stimulated Financial Development in Africa?
Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
Financial development dynamic thresholds of financial globalization: evidence from Africa
Are financial benefits of financial globalization questionable until greater domestic financial development has taken place?
Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
Globalization, Financial Development and Regional Economic Dynamics: asymmetric panel evidence from Africa
The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
How do financial reforms affect inequality through financial sector competition? Evidence from Africa
African Financial Development Dynamics: Big Time Convergence
Financial Determinants of Human Development in Developing Countries
New financial intermediary development indicators for developing countries
Knowledge Economy and Financial Sector Competition in African Countries