How to cite this paper
Karungu, R., Memba, F & Muturi, W. (2020). Influence of financial contagion on stock performance of firms listed in the Nairobi securities exchange.Accounting, 6(1), 1-16.
Refrences
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Ahmed, M. M. (2010). Global Financial Crisis Discussion Series, Paper 19: Sudan Phase 2. Overseas Development Institute, London, UK.
Blair, B. J., Poon, S. H., & Taylor, S. J. (2000). Modelling S&P 100 volatility: The information content of stock returns, Forthcoming. Handbook of Quantitative Finance and Risk Management, 1333-1344
Dungey, M., Fry, R., González-Hermosillo, B., & Martin, V. L. (2007). Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. North American Journal of Economics and Finance, 18(2), 155–174. https://doi.org/10.1016/j.najef.2007.05.003
Dungey, M., & Gajurel, D. (2015). Contagion and banking crisis – International evidence for 2007 – 2009 q. Journal of Banking Finance, 60, 271–283.
Fabozzi, F. J., & Peterson, P. P. (2003). Financial Management and Analysis. (W. Finance, Ed.) (2nd ed.). New Jersey: The Frank J. Fabozzi Series.
Hájek, J. (2007). CZECH CA PI TAL MAR KET WEAK-FORM EF FICIENCY , SE LEC TED IS SUES, (Mic), 303–318.
Hmida, M. (2014a). Financial contagion crisis effect of subprime on G7: Evidence through the adjusted correlation test and non-linear Error Correction Models ( ECM ). 2(5), 180–187.
Hmida, M. (2014b). Financial contagion crisis effect of subprime on G7 : Evidence through the adjusted correlation test and non-linear Error Correction Models ( ECM ). Financial Contagion Crisis Effect of Subprime on G7: Evidence through the Adjusted Correlation Test and Non-Linear Error Correction Models (ECM), 2(5), 180–187.
Islam, R. (2014). Comparing financial contagion and volatility spill over and structural break within major Asian economies pre and post global recession to that of Asian crisis. Journal of Applied Business & Economics, 16(4), 92–112.
Kadilli, A. (2014). Working Paper Series Return Predictability in International Financial Markets and the Role of Investor Sentiment Anjeza Kadilli, (August).
Komo, L., & Ngugi, I. (2013). Behaviour of bank share prices and their impact on national stock market indices: Comparing countries at different levels of economic development during recessionary and non-recessionary periods. International Journal of Economics and Finance, 5(3), 49-61.
Ozkan, F. G., & Unsal, D. F. (2012). Global Financial Crisis, Financial Contagion, and Emerging Markets. IMF Working Papers, 12(293), 1. https://doi.org/10.5089/9781475551167.001
Pilinkus, D. (2010). Macroeconomic indicators and their impact on stock market performance in the short and long run: The case of the baltic states. Technological and Economic Development of Economy, 16(2), 291–304.
Shen, Y. (2011). Can Stock Indices Be Made Better At Predicting Financial Contagion - A Network Model, (September), 1–23.
Sornette, D. (2003). Critical market crashes. Physics Reports, 378(1), 1–98.
Ahmed, M. M. (2010). Global Financial Crisis Discussion Series, Paper 19: Sudan Phase 2. Overseas Development Institute, London, UK.
Blair, B. J., Poon, S. H., & Taylor, S. J. (2000). Modelling S&P 100 volatility: The information content of stock returns, Forthcoming. Handbook of Quantitative Finance and Risk Management, 1333-1344
Dungey, M., Fry, R., González-Hermosillo, B., & Martin, V. L. (2007). Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. North American Journal of Economics and Finance, 18(2), 155–174. https://doi.org/10.1016/j.najef.2007.05.003
Dungey, M., & Gajurel, D. (2015). Contagion and banking crisis – International evidence for 2007 – 2009 q. Journal of Banking Finance, 60, 271–283.
Fabozzi, F. J., & Peterson, P. P. (2003). Financial Management and Analysis. (W. Finance, Ed.) (2nd ed.). New Jersey: The Frank J. Fabozzi Series.
Hájek, J. (2007). CZECH CA PI TAL MAR KET WEAK-FORM EF FICIENCY , SE LEC TED IS SUES, (Mic), 303–318.
Hmida, M. (2014a). Financial contagion crisis effect of subprime on G7: Evidence through the adjusted correlation test and non-linear Error Correction Models ( ECM ). 2(5), 180–187.
Hmida, M. (2014b). Financial contagion crisis effect of subprime on G7 : Evidence through the adjusted correlation test and non-linear Error Correction Models ( ECM ). Financial Contagion Crisis Effect of Subprime on G7: Evidence through the Adjusted Correlation Test and Non-Linear Error Correction Models (ECM), 2(5), 180–187.
Islam, R. (2014). Comparing financial contagion and volatility spill over and structural break within major Asian economies pre and post global recession to that of Asian crisis. Journal of Applied Business & Economics, 16(4), 92–112.
Kadilli, A. (2014). Working Paper Series Return Predictability in International Financial Markets and the Role of Investor Sentiment Anjeza Kadilli, (August).
Komo, L., & Ngugi, I. (2013). Behaviour of bank share prices and their impact on national stock market indices: Comparing countries at different levels of economic development during recessionary and non-recessionary periods. International Journal of Economics and Finance, 5(3), 49-61.
Ozkan, F. G., & Unsal, D. F. (2012). Global Financial Crisis, Financial Contagion, and Emerging Markets. IMF Working Papers, 12(293), 1. https://doi.org/10.5089/9781475551167.001
Pilinkus, D. (2010). Macroeconomic indicators and their impact on stock market performance in the short and long run: The case of the baltic states. Technological and Economic Development of Economy, 16(2), 291–304.
Shen, Y. (2011). Can Stock Indices Be Made Better At Predicting Financial Contagion - A Network Model, (September), 1–23.
Sornette, D. (2003). Critical market crashes. Physics Reports, 378(1), 1–98.