Emerging Market Contagion Under Geopolitical Uncertainty
| dc.contributor.author | Hedström, Axel | |
| dc.contributor.author | Zelander, Nathalie | |
| dc.contributor.author | Junttila, Juha-Pekka | |
| dc.contributor.author | Uddin, Gazi Salah | |
| dc.date.accessioned | 2021-03-02T07:15:38Z | |
| dc.date.available | 2021-03-02T07:15:38Z | |
| dc.date.issued | 2020 | |
| dc.identifier.citation | Hedström, 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.other | CONVID_28948656 | |
| dc.identifier.other | TUTKAID_80831 | |
| dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/74460 | |
| dc.description.abstract | We 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.mimetype | application/pdf | |
| dc.language | eng | |
| dc.language.iso | eng | |
| dc.publisher | Routledge | |
| dc.relation.ispartofseries | Emerging Markets Finance and Trade | |
| dc.rights | In Copyright | |
| dc.subject.other | contagion | |
| dc.subject.other | equity market | |
| dc.subject.other | spillover | |
| dc.title | Emerging Market Contagion Under Geopolitical Uncertainty | |
| dc.type | article | |
| dc.identifier.urn | URN:NBN:fi:jyu-202103021823 | |
| dc.contributor.laitos | Kauppakorkeakoulu | fi |
| dc.contributor.laitos | School of Business and Economics | en |
| dc.contributor.oppiaine | Basic or discovery scholarship | fi |
| dc.contributor.oppiaine | Taloustiede | fi |
| dc.contributor.oppiaine | Basic or discovery scholarship | en |
| dc.contributor.oppiaine | Economics | en |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
| dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
| dc.description.reviewstatus | peerReviewed | |
| dc.format.pagerange | 1377-1401 | |
| dc.relation.issn | 1540-496X | |
| dc.relation.numberinseries | 6 | |
| dc.relation.volume | 56 | |
| dc.type.version | acceptedVersion | |
| dc.rights.copyright | © Taylor & Francis Group, LLC | |
| dc.rights.accesslevel | openAccess | fi |
| dc.subject.yso | finanssikriisit | |
| dc.subject.yso | taloudelliset kriisit | |
| dc.subject.yso | kansainväliset markkinat | |
| dc.subject.yso | poliittinen epävakaisuus | |
| dc.subject.yso | arvopaperimarkkinat | |
| dc.subject.yso | kehittyvät markkinat | |
| dc.format.content | fulltext | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p25503 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p6172 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p9857 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p21270 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p12456 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p27277 | |
| dc.rights.url | http://rightsstatements.org/page/InC/1.0/?language=en | |
| dc.relation.doi | 10.1080/1540496X.2018.1562895 | |
| jyx.fundinginformation | Gazi Salah Uddin is thankful for the financial support provided by the Jan Wallander and Tom Hedelius Foundations and Simon Foundation for travel grant. | |
| dc.type.okm | A1 |
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