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A systematic review of sovereign connectedness on emerging economies.

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A systematic review of sovereign connectedness on emerging economies.

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.citation	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.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.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	journal article	es_ES
dc.date.updated	2020-07-23T09:48:49Z
dc.identifier.doi	10.1016/j.irfa.2018.11.017
dc.identifier.idgrec	128379
dc.rights.accessRights	open access	es_ES