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Browsing College of Business by Subject "Financial crises"

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Browsing College of Business by Subject "Financial crises"

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  • Berger, Dave; Turtle, H. J. (Elsevier, 2011-05-20)
    We find contagion effects are present in US small size portfolios during emerging market crises due to risk and liquidity concerns. Investors display flight from risk during emerging market crises, and as a result, safer ...
  • Berger, Dave; Pukthuanthong, Kuntara (Elsevier, 2012-04-05)
    We extend the Pukthuanthong and Roll (2009) measure of integration to provide an estimate of systemic risk within international equity markets. Our measure indicates an increasing likelihood of market crashes. The condit ...

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