Title:Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets Author(s):BEKIROS, Stelios D.Date:2014Citation:
- International review of financial analysis, 2014, Vol. 33, pp. 58-69
Type:ArticleAbstract:Even though the global contagion effects of the financial crisis have been well documented, the transmission mechanism as well as the nature of the volatility spillovers among the US, the EU and the BRIC markets has not ...
Title:Nonlinear causality testing with stepwise multivariate filtering : evidence from stock and currency markets Author(s):BEKIROS, Stelios D.Date:2014Citation:
- North American journal of economics and finance, 2014, Vol. 29, pp. 336-348
Type:ArticleAbstract:We examine the spillovers of the US subprime crisis to Asian and European economies and in particular to what extent currency and stock markets have been affected by the crisis. Linear and non-linear dependencies are ...