Matches in SemOpenAlex for { <https://semopenalex.org/work/W4205657528> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W4205657528 endingPage "101629" @default.
- W4205657528 startingPage "101629" @default.
- W4205657528 abstract "We use alternative approaches to identify stable and stressful scenarios in the S&P 500 market, to offer a new perspective for constructing contagion tests in recipient frontier markets vulnerable to disturbances from this source market. The S&P 500 market is decomposed into discrete conditions of: (1) tranquil versus turbulent volatility; (2) bull versus bear market phases; (3) normal periods versus asset bubbles and crashes. Based on these identified scenarios, we use various co-moment contagion tests to analyse the changing relationship between the S&P 500 market and major frontier markets in the Caribbean region that have prominent trade related exposure to the US. Our findings show that, outside of the events of the Great Recession, the Caribbean stock exchanges are largely independent of the S&P 500 market." @default.
- W4205657528 created "2022-01-25" @default.
- W4205657528 creator A5038407684 @default.
- W4205657528 creator A5041034219 @default.
- W4205657528 creator A5052525662 @default.
- W4205657528 date "2022-04-01" @default.
- W4205657528 modified "2023-10-17" @default.
- W4205657528 title "Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios" @default.
- W4205657528 cites W1490914203 @default.
- W4205657528 cites W1604555438 @default.
- W4205657528 cites W1968724135 @default.
- W4205657528 cites W1977499272 @default.
- W4205657528 cites W1979256406 @default.
- W4205657528 cites W2004208113 @default.
- W4205657528 cites W2005999707 @default.
- W4205657528 cites W2019903543 @default.
- W4205657528 cites W2037354020 @default.
- W4205657528 cites W2042969518 @default.
- W4205657528 cites W2062449769 @default.
- W4205657528 cites W2075890229 @default.
- W4205657528 cites W2093880957 @default.
- W4205657528 cites W2136850713 @default.
- W4205657528 cites W2139400178 @default.
- W4205657528 cites W2156471499 @default.
- W4205657528 cites W2328820332 @default.
- W4205657528 cites W2344689225 @default.
- W4205657528 cites W2568767495 @default.
- W4205657528 cites W2765446487 @default.
- W4205657528 cites W2896726562 @default.
- W4205657528 cites W2905060314 @default.
- W4205657528 cites W2910640390 @default.
- W4205657528 cites W2913678826 @default.
- W4205657528 cites W3023597126 @default.
- W4205657528 cites W3023835324 @default.
- W4205657528 cites W3121133327 @default.
- W4205657528 cites W3121306163 @default.
- W4205657528 cites W3122262361 @default.
- W4205657528 cites W3123068586 @default.
- W4205657528 cites W3123802627 @default.
- W4205657528 cites W3124532690 @default.
- W4205657528 cites W3125260748 @default.
- W4205657528 cites W4251742697 @default.
- W4205657528 cites W4376848389 @default.
- W4205657528 doi "https://doi.org/10.1016/j.najef.2021.101629" @default.
- W4205657528 hasPublicationYear "2022" @default.
- W4205657528 type Work @default.
- W4205657528 citedByCount "4" @default.
- W4205657528 countsByYear W42056575282023 @default.
- W4205657528 crossrefType "journal-article" @default.
- W4205657528 hasAuthorship W4205657528A5038407684 @default.
- W4205657528 hasAuthorship W4205657528A5041034219 @default.
- W4205657528 hasAuthorship W4205657528A5052525662 @default.
- W4205657528 hasConcept C106159729 @default.
- W4205657528 hasConcept C139719470 @default.
- W4205657528 hasConcept C162324750 @default.
- W4205657528 hasConcept C166957645 @default.
- W4205657528 hasConcept C195742910 @default.
- W4205657528 hasConcept C205649164 @default.
- W4205657528 hasConcept C2778571376 @default.
- W4205657528 hasConcept C2779343474 @default.
- W4205657528 hasConcept C2780299701 @default.
- W4205657528 hasConcept C556758197 @default.
- W4205657528 hasConcept C91602232 @default.
- W4205657528 hasConceptScore W4205657528C106159729 @default.
- W4205657528 hasConceptScore W4205657528C139719470 @default.
- W4205657528 hasConceptScore W4205657528C162324750 @default.
- W4205657528 hasConceptScore W4205657528C166957645 @default.
- W4205657528 hasConceptScore W4205657528C195742910 @default.
- W4205657528 hasConceptScore W4205657528C205649164 @default.
- W4205657528 hasConceptScore W4205657528C2778571376 @default.
- W4205657528 hasConceptScore W4205657528C2779343474 @default.
- W4205657528 hasConceptScore W4205657528C2780299701 @default.
- W4205657528 hasConceptScore W4205657528C556758197 @default.
- W4205657528 hasConceptScore W4205657528C91602232 @default.
- W4205657528 hasLocation W42056575281 @default.
- W4205657528 hasOpenAccess W4205657528 @default.
- W4205657528 hasPrimaryLocation W42056575281 @default.
- W4205657528 hasRelatedWork W184747231 @default.
- W4205657528 hasRelatedWork W2041961361 @default.
- W4205657528 hasRelatedWork W2310010941 @default.
- W4205657528 hasRelatedWork W2318374363 @default.
- W4205657528 hasRelatedWork W2334292868 @default.
- W4205657528 hasRelatedWork W2347401120 @default.
- W4205657528 hasRelatedWork W2392378997 @default.
- W4205657528 hasRelatedWork W3199430700 @default.
- W4205657528 hasRelatedWork W4226099950 @default.
- W4205657528 hasRelatedWork W579144800 @default.
- W4205657528 hasVolume "60" @default.
- W4205657528 isParatext "false" @default.
- W4205657528 isRetracted "false" @default.
- W4205657528 workType "article" @default.