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dc.contributor.authorHedström, Axel
dc.contributor.authorZelander, Nathalie
dc.contributor.authorJunttila, Juha-Pekka
dc.contributor.authorUddin, Gazi Salah
dc.date.accessioned2021-03-02T07:15:38Z
dc.date.available2021-03-02T07:15:38Z
dc.date.issued2020
dc.identifier.citationHedström, A., Zelander, N., Junttila, J.-P., & Uddin, G. S. (2020). Emerging Market Contagion Under Geopolitical Uncertainty. <i>Emerging Markets Finance and Trade</i>, <i>56</i>(6), 1377-1401. <a href="https://doi.org/10.1080/1540496X.2018.1562895" target="_blank">https://doi.org/10.1080/1540496X.2018.1562895</a>
dc.identifier.otherCONVID_28948656
dc.identifier.otherTUTKAID_80831
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/74460
dc.description.abstractWe find that 10 emerging stock markets have high risk of contagion on the regional level but lower spillover with respect to the global markets, implying a potential for diversification benefits between emerging and global markets. Regional market integration seems to have been caused by trade integration, which has a policy implication for trade agreements’ systemic risk effects. We find that the geopolitical risk has no impact on either the return, or volatility spillovers. However, the general stock market risk (VIX) is connected to individual market volatilities, while the oil market is largely receiving the spillovers from the other markets.en
dc.format.mimetypeapplication/pdf
dc.languageeng
dc.language.isoeng
dc.publisherRoutledge
dc.relation.ispartofseriesEmerging Markets Finance and Trade
dc.rightsIn Copyright
dc.subject.othercontagion
dc.subject.otherequity market
dc.subject.otherspillover
dc.titleEmerging Market Contagion Under Geopolitical Uncertainty
dc.typearticle
dc.identifier.urnURN:NBN:fi:jyu-202103021823
dc.contributor.laitosKauppakorkeakoulufi
dc.contributor.laitosSchool of Business and Economicsen
dc.contributor.oppiaineBasic or discovery scholarshipfi
dc.contributor.oppiaineTaloustiedefi
dc.contributor.oppiaineBasic or discovery scholarshipen
dc.contributor.oppiaineEconomicsen
dc.type.urihttp://purl.org/eprint/type/JournalArticle
dc.description.reviewstatuspeerReviewed
dc.format.pagerange1377-1401
dc.relation.issn1540-496X
dc.relation.numberinseries6
dc.relation.volume56
dc.type.versionacceptedVersion
dc.rights.copyright© Taylor & Francis Group, LLC
dc.rights.accesslevelopenAccessfi
dc.subject.ysofinanssikriisit
dc.subject.ysotaloudelliset kriisit
dc.subject.ysokansainväliset markkinat
dc.subject.ysopoliittinen epävakaisuus
dc.subject.ysoarvopaperimarkkinat
dc.subject.ysokehittyvät markkinat
dc.format.contentfulltext
jyx.subject.urihttp://www.yso.fi/onto/yso/p25503
jyx.subject.urihttp://www.yso.fi/onto/yso/p6172
jyx.subject.urihttp://www.yso.fi/onto/yso/p9857
jyx.subject.urihttp://www.yso.fi/onto/yso/p21270
jyx.subject.urihttp://www.yso.fi/onto/yso/p12456
jyx.subject.urihttp://www.yso.fi/onto/yso/p27277
dc.rights.urlhttp://rightsstatements.org/page/InC/1.0/?language=en
dc.relation.doi10.1080/1540496X.2018.1562895
jyx.fundinginformationGazi Salah Uddin is thankful for the financial support provided by the Jan Wallander and Tom Hedelius Foundations and Simon Foundation for travel grant.


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