Asset Market Linkages in Crisis Periods
Year of publication: |
2001-08
|
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Authors: | Vries, Casper G de ; Hartmann, Philipp ; Straetmans, Stefan |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | bivariate extreme value analysis | contagion | extreme co-movements | financial crises | flight to quality | market crashes | systemic risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2916 |
Classification: | C49 - Econometric and Statistical Methods: Special Topics. Other ; F30 - International Finance. General ; G10 - General Financial Markets. General |
Source: |
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Asset market linkages in crisis periods
Hartmann, Philipp, (2001)
-
Asset Market Linkages in Crisis Periods
Hartmann, P., (2001)
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Asset Market Linkages in Crisis Periods
Hartmann, P., (2001)
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Fundamentals and Joint Currency Crises
Vries, Casper G de, (2004)
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The Forward Premium Puzzle and Latent Factors Day by Day
Bernoth, Kerstin, (2010)
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Generational Accounting, Solidarity and Pension Losses
Vries, Casper G de, (2004)
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