Domestic and Foreign Transmission of the Global Financial Crisis in the Real Economy. The Polish Situation

Elena Valentina Tilica

back

References:

[1] Adamowicz, Mieczysław and Tomasz Adamowicz. 2019. "The World Financial Crisis and the Polish Economy." Problems of World Agriculture, Scientific Journal Warsaw University of Life Sciences 19, no. 1: 5-21

[2] Baur, Dirk. 2012. "Financial contagion and the real economy" Journal of Banking and Finance 36, no. 10: 2680-2692

[3] Bekaert, Geert, Campbel Harvey and Angela Ng. 2005. "Market integration and contagion". The Journal of Business 78, no. 1: 39-69

[4] Belgrave, Anton, Kester Guy and Mahalia Jackman. 2012. "Industry specific shocks and non-performing loans in Barbados". Review of Finance and Banking 4, no.2: 123-133

[5] BIS (2009). "The international financial crisis: timeline, impact and policy responses in Asia and the Pacific". Bank for International Settlements, ww.bis.org/publ/bppdf/bispap52c.pdf

[6] Brailsford, Timothy & Robert Faff. 1996. "An evaluation of volatility forecasting techniques". Journal of Banking and Finance 20,no.3: 419-438

[7] Brooks, Chris. 2008. Introductory Econometrics for Finance (second edition). Cambridge: Cambridge University Press

[8] Claessens, Stijn, Rudiger Dornbusch and Yung Chul Park. 2001. "Contagion: Why crises spread and how this can be stopped" in International Financial Contagion edited by Stijn Claessens and Kristin Forbes, 19-41. New York: Springer science + Business Media

[9] Chen, Xiurong, Aimin Hao and Yali Li. 2020. "The impact of financial contagion on real economy - An empirical research based on combination of complex network technology and spatial econometrics model." PLoS ONE 15, no.3: 1-20

[10] Choi, Sun-Yong. 2021. "Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic." Physica A: Statistical Mechanics and its Applications, 574, https://doi.org/10.1016/j.physa.2021.125988

[11] Federal Reserve Board of St. Louis. 2009. "The Financial Crisis: A Timeline of Events and Policy Actions.", m.tau.ac.il/~yashiv/CrisisTimeline.pdf

[12] Forbes, Kristin and Roberto Rigobon. 2001. "Measuring contagion: Conceptual and empirical issues." in International Financial Contagion edited by Stijn Claessens and Kristin Forbes, 42-66. New York: Springer science + Business Media

[13] Gencer, Hatice and Sercan Demiralay. 2016. "The contagion effects on real economy: emerging markets during the recent crises." Romanian Journal of Economic Forecasting 19, no 1: 104-121

[14] Glosten, Lawrence, Ravi Jagannathan and David Runkle. 1993. "On the relation between the expected value and the volatility of the nominal excess return of stocks." Journal of Finance 48, no. 5: 1779 - 1801

[15] Hall, Mary 2020. "Elasticity vs. Inelasticity of Demand: What's the Difference?" https://www.investopedia.com/ask/answers/012915/what-difference-between-inelasticity-and-elasticity-demand.asp

[16] Hess, Martin. 2003. "Sector specific impacts of macroeconomic fundamentals on the Swiss stock market." Financial Markets and Portfolio Management 17, no. 2: 234-245

[17] Horvath, Roman and Dragan Petrovski. 2013. "International stock market integration: Central and South Eastern Europe compared", Economic Systems 37, no 1: 81-91

[18] Jareno, Francisco, Ana Escribano and Monika Koczar. 2021. "Non-linear interdependencies between international stock markets: The Polish and Spanish case." Mathematics 9, no.1: 6-26, https://dx.doi.org/10.3390/math9010006

[19] Kenourgious, Dimitris and Dimitrios Dimitriou. 2014. "Contagion effects of the Global Financial Crisis in US and European real economy sectors." Panoeconomicus 61, no. 3: 275-288

[20] Kenourgious, Dimitris and Dimitrios Dimitriou. 2015. "Contagion of the Global financial Crisis and the real economy: A regional analysis." Economic Modelling 44: 283-293

[21] Leven, Bozena. 2011. "Avoiding crisis contagion: Poland's case." Communist and Post-Communist Studies 44, no.3: 183-187

[22] Nardo, Michela, Elisa Ossola and Evangelia Papanagiotou. In press. "Financial integration in the EU28 equity markets: Measures and drivers." Journal of Financial Markets https://doi.org/10.1016/j.finmar.2021.100633

[23] Phan, Dinh Hoang Bach and Paresh Kumar Narayan. 2020. "Country responses and the reaction of the stock market to COVID-19 - a preliminary exposition" Emerging Markets Finance and Trade 56, no 10: 2138-2150

[24] Samitas, Aristeidis, Elias Kampouris and Zaghum Umar. 2020. "Financial contagion in real economy: the key role of policy uncertainty." International Journal of Finance and Economics, https://doi.org/10.1002/ijfe.2235

[25] Sewraj, Deeya, Bartosz Gebka and Robert Anderson. 2019. "Day-of-the-week effects in financial contagion." Finance Research Letters 28: 221-226

[26] Tilfani, Oussama, Paulo Ferreira and My Youssef El Boukfaoui. 2019. "Revisiting stock market integration in Central and Eastern European stock markets with a dinamic analysis." Post-Communist Economies 32,no 5: 643-674

Copyright © 2009 | All rights reserved