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Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2008). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne.
In: IMF Working Papers.
RePEc:imf:imfwpa:2008/286.

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  1. Transmission of Information of the Indonesian Dual Listed Shares. (2020). Anto, Randi ; Demi, Irene Rini.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:11:y:2020:i:2:p:255-261.

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  2. Return and volatility spillovers in the Moroccan stock market during the financial crisis. (2017). Saidi, Youssef ; El Ghini, Ahmed.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1110-8.

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  3. Measuring the Cost of Financial Integration in the GCC: Lessons from the Global Crisis. (2017). Hakim, Sam ; Haddad, Mahmoud.
    In: Review of Economics & Finance.
    RePEc:bap:journl:170301.

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  4. Financial crises and contagion vulnerability of MENA stock markets. (2016). Neaime, Simon.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:14-35.

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  5. Robust score and portmanteau tests of volatility spillover. (2015). Hill, Jonathan ; Aguilar, Mike .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:184:y:2015:i:1:p:37-61.

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  6. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
    In: PhD Thesis.
    RePEc:uts:finphd:30.

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  7. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
    In: PhD Thesis.
    RePEc:uts:finphd:3-2014.

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  8. Time-varying financial spillovers from the US to frontier markets. (2014). Bidarkota, Prasad ; Todorov, Galin .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:7:y:2014:i:2:p:246-283.

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  9. Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis. (2014). Saidi, Youssef ; El Ghini, Ahmed.
    In: MPRA Paper.
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  10. The global financial crisis: World market or regional contagion effects?. (2014). Morales, Lucia ; Andreosso-O'Callaghan, Bernadette .
    In: International Review of Economics & Finance.
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  11. Foreign shocks and international cost of equity destabilization. Evidence from the MENA region. (2014). Neaime, Simon ; Lagoarde-Ségot, Thomas ; Lagoarde-Segot, Thomas ; Guyot, Alexis.
    In: Emerging Markets Review.
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  12. A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks. (2013). Tsiaplias, Sarantis ; Chua, Chew.
    In: Econometric Reviews.
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  13. Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074.

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  14. Risk of liquidity and contagion of the crisis on the US, UK and Euro Zone money markets. (2012). Maveyraud, Samuel ; Blancheton, Bertrand ; Rous, Philippe ; Bordes, Christian.
    In: Post-Print.
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  15. Risk of liquidity and contagion of the crisis on the US, UK and Euro Zone money markets. (2012). Maveyraud, Samuel ; Blancheton, Bertrand ; Rous, Philippe ; Bordes, Christian.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  16. The Spillover Effects of the Global Financial Crisis on Economic Activity in Emerging Economies – Investigating the Egyptian Case Using the Financial Stress Index. (2012). El-Shal, Amira.
    In: Working Papers.
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  17. Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data. (2011). Vacha, Lukas ; Krištoufek, Ladislav ; Baruník, Jozef ; Kritoufek, Ladislav.
    In: Working Papers IES.
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  18. Measuring the Damage from Financial Integration in the GCC: Lessons from the Global Crisis. (2011). Hakim, Sam ; Haddad, Mahmoud.
    In: Working Papers.
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  19. The Spillover Effects of the Global Crisison Economic Activity in Mena Emerging Market Countries: An Analysis Using the Financial Stress Index. (2010). Moriyama, Kenji.
    In: IMF Working Papers.
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  20. Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets. (2010). Keddad, Benjamin ; Dufrénot, Gilles ; Dufrenot, Gilles ; Sand-Zantman, Alain.
    In: Documents de Travail de l'OFCE.
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  21. Financial Spillovers to Emerging Markets During the Global Financial Crisis. (2009). Frank, Nathaniel ; Hesse, Heiko.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/104.

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