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Introduction

Financial market contagion during global crises is a phenomenon that has been studied extensively in the field of finance. This phenomenon refers to the spread of financial distress from one market to others, resulting in increased volatility and potential for systemic risk. During global crises such as the 2008 financial crisis or the more recent COVID-19 pandemic, the interconnectedness of financial markets becomes particularly apparent as shocks in one market can quickly ripple across borders and asset classes.

This thesis aims to delve deeper into the concept of financial market contagion during global crises, focusing on the mechanisms through which contagion occurs, the factors that exacerbate its effects, and the implications for financial stability. By gaining a better understanding of how contagion operates in times of crisis, policymakers and market participants can better prepare for and mitigate its impact.

Table of Contents

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Theoretical Framework of Financial Market Contagion
2.2 Empirical Evidence of Financial Market Contagion
2.3 Factors Contributing to Financial Market Contagion
2.4 Contagion in different asset classes (equities, bonds, currencies)
2.5 Contagion in different regions (developed vs. emerging markets)
2.6 Policy responses to mitigate contagion effects
2.7 Role of International Financial Institutions in managing contagion
2.8 Impact of technological advancements on contagion dynamics
2.9 Behavioral aspects of contagion
2.10 Contagion in the era of globalization

Chapter 3: Research Methodology
3.1 Research Design
3.2 Data Collection Method
3.3 Data Analysis Techniques
3.4 Sample Selection
3.5 Variables and Measures
3.6 Model Specification
3.7 Hypotheses Development
3.8 Limitations of the Research Methodology

Chapter 4: Findings and Analysis
4.1 Descriptive Statistics
4.2 Correlation Analysis
4.3 Regression Results
4.4 Sensitivity Analysis
4.5 Robustness Checks
4.6 Comparison of findings with existing literature
4.7 Implications of findings
4.8 Recommendations for policymakers and market participants

Chapter 5: Conclusion
5.1 Summary of Findings
5.2 Contributions to the Literature
5.3 Managerial Implications
5.4 Future Research Directions
5.5 Conclusion and recommendations

Thesis Overview on Financial Market Contagion during Global Crises

Financial market contagion during global crises is a topic of increasing importance in the field of finance. This phenomenon has been the subject of numerous studies, with researchers exploring the mechanisms through which contagion spreads, the factors that amplify its effects, and the implications for financial stability. By examining the literature on financial market contagion, this thesis aims to provide a comprehensive overview of the key issues and trends in this area.

The thesis begins with an introduction that sets the stage for the study, outlining the background, problem statement, objectives, limitations, scope, significance, and structure of the thesis. This chapter also includes a definition of key terms to provide clarity and context for the reader.

The literature review in chapter two explores the theoretical framework of financial market contagion, empirical evidence, contributing factors, contagion in different asset classes and regions, policy responses, technological advancements, and behavioral aspects of contagion. This chapter synthesizes existing research to identify gaps in the literature and inform the research methodology.

Chapter three outlines the research methodology, including the design, data collection, analysis techniques, sample selection, variables, model specification, hypotheses development, and limitations. By following a rigorous methodology, this study aims to generate robust findings that contribute to the existing literature on financial market contagion.

Chapter four presents the findings and analysis of the study, which includes descriptive statistics, correlation analysis, regression results, sensitivity analysis, robustness checks, comparison with existing literature, implications, and recommendations. This chapter highlights the key insights from the research and their implications for policymakers and market participants.

Finally, chapter five concludes the thesis by summarizing the findings, discussing contributions to the literature, managerial implications, future research directions, and concluding remarks. By providing a comprehensive overview of financial market contagion during global crises, this thesis aims to shed light on this important topic and provide valuable insights for academics, practitioners, and policymakers alike.

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