This study examines the contagion of the US subprime crisis across the world by focusing on
four transmission mechanisms: macroeconomic fundamentals, political similarities …

This paper assesses the extent of the transmission of financial shocks between South Africa
and other members of the BRICS grouping in order to infer the degree of contagion during …

Sažetak In this paper the authors present the findings of an analyses carried out to establish
whether the BRIC's stock market returns were affected by the US financial stress during the …

This paper examines mean-to-mean, volatility-to-mean and volatility-to-volatility spillover
effects for the stock markets of BRIC countries. External and internal spillovers of returns and …

The Subprime crisis spillovered the returns and volatility from the US stock market to the
other integrated economies. The present study attempts to analyze the stock market linkages …

The present paper examines how the Chinese economy has managed to maintain its overall
economic growth, and therefore its production, throughout the various crises, that is, the …

In recent years, the rapid growth in cross border international portfolio investments reflects
the globalization of financial markets. The impetus for globalized financial markets initially …

This paper assesses the extent of transmission of volatility shocks in the equity and foreign
exchange markets among BRICS (Brazil, Russia, India, China and South Africa) countries to …

Purpose–The purpose of this research is to analyze and extend the study of contagion for
BRICS Emerging Stock Markets in the context of the last two international financial crises …

This paper empirically analyses the performance of Socially Responsible Investments (SRI)
by applying an asymmetric BEKK GARCH model which estimates conditional systematic risk …