Contagion from the crises in the Euro-zone : where, when and why?
Year of publication: |
2019
|
---|---|
Authors: | Pentecost, Eric J. ; Du, Wenti ; Bird, Graham R. ; Willett, Thomas D. |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 14, p. 1309-1327
|
Subject: | Contagion | extreme values | M-eGARCH models | quantile regression | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Regressionsanalyse | Regression analysis | Eurozone | Euro area | EU-Staaten | EU countries | Währungskrise | Currency crisis |
-
The impact of the eurozone crisis on European banks stocks contagion or interdependence?
Allegret, Jean-Pierre, (2016)
-
Sovereign risk contagion in the Eurozone : a time-varying coefficient approach
Ludwig, Alexander, (2013)
-
Theory and practice of contagion in monetary unions : domino effects in EMU Mediterranean countries
Canofari, Paolo, (2014)
- More ...
-
Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham R., (2017)
-
Bird, Graham R., (2017)
-
Is another Eurozone crisis coming? : have the maekets gone back to sleep?
Bird, Graham R., (2022)
- More ...