Integration, Financial Securities and Contagion Risk

Integration, Financial Securities and Contagion Risk

Empirical Evidence for the Period 1995-2016

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In this volume "Integration, Financial Securities and Contagion Risk: Empirical Evidence for the Period 1995-2016" the authors estimate, econometrically, the connections and the degree of integration among financial markets in the U.S., Europe and Asia. Defined as the correlation between markets above what is already implicit in the fundamentals of the underlying assets, contagion is a subproduct of this integration imposed by globalization. The evidence is not merely inconvenient, but also worrisome as greater integration has also led to greater volatility and financial risk. This integration...