The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion mechanisms in the U.S. financial markets. Specifically, we look at how and to what extent a negative shock that initially ...

We use the Hinich (1996) portmanteau bicorrelation test to graphically represent nonlinear events detected in Latin American stock markets. We identity the starting, the ending, the intensity, and the persistence of nonlinear ...

This study tests both information contagion and the rationality of investors in P2P lending markets and discusses who pay the burden for information contagion. This can be done by exploring the effect on Renrendai, which ...

The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion mechanisms in the U.S. financial markets. Specifically, we look at how and to what extent a negative shock that initially ...

We document a novel type of international financial contagion whose driving force is shared financial intermediation. In the London peripheral sovereign debt market during pre-1914 period financial intermediation played a ...

In this paper, we examine linear and nonlinear co-movements that appear in the real exchange rates of a group of 28 developed and developing countries. The matrix of Pearson correlation and Phase Synchronous coefficients ...

Resilient attitudes in times of a COVID-19 pandemic have allowed children and adolescents to develop protective factors to continue developing adequately. This is evidenced in the current study, whose objective was to ...