NDLI: Equity Market Comovement and Contagion: A Sectoral Perspective

Content Provider	Semantic Scholar
Author	Phylaktis, Kate Xia, Lichuan
Copyright Year	2009
Abstract	"This paper takes an asset pricing perspective to investigate the equity market comovement and contagion at the sector level during the period 1990-2004 across the regions of Europe, Asia, and Latin America. It examines whether unexpected shocks from a particular market, or group of markets, are propagated to the sectors in other countries. The results confirm the sector heterogeneity of contagion. This implies that there are sectors that can still provide a channel for achieving the benefits of international diversification during crises despite the prevailing contagion at the market level. In addition, the results lend support to the importance of financial links in the propagation of contagion." Copyright (c) 2009 Financial Management Association International.
Starting Page	381
Ending Page	409
Page Count	29
File Format	PDF HTM / HTML
DOI	10.1111/j.1755-053X.2009.01040.x
Alternate Webpage(s)	http://www.cass.city.ac.uk/emg/workingpapers/WP-EMG-01-20071.pdf
Alternate Webpage(s)	http://www.cass.city.ac.uk/emg/workingpapers/2007/WP-EMG-01-2007.pdf
Alternate Webpage(s)	http://www.cass.city.ac.uk/__data/assets/pdf_file/0006/79089/2b20-20Kate2024.04.07.pdf
Alternate Webpage(s)	http://www.cass.city.ac.uk/emg/workingpapers/2008/Contagion%2009%2001%2008%20-%20FM%20final.pdf
Alternate Webpage(s)	http://www.cicfconf.org/past/cicf2006/cicf2006paper/20060201013746.pdf
Alternate Webpage(s)	http://openaccess.city.ac.uk/18005/1/Phylaktis_et_al-2009-Financial_Management.pdf
Alternate Webpage(s)	https://www.cass.city.ac.uk/__data/assets/pdf_file/0004/29281/WP-EMG-01-2007.pdf
Alternate Webpage(s)	https://doi.org/10.1111/j.1755-053X.2009.01040.x
Volume Number	38
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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Equity Market Comovement and Contagion: A Sectoral Perspective (2007)

Www.cass.city.ac.uk/emg / equity market comovement and contagion: a sectoral perspective (2007).

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