Information flow in times of crisis: The case of the European banking and sovereign sectors
Year of publication: |
2019
|
---|---|
Authors: | Dungey, Mardi H. ; Hurn, Stan ; Shi, Shuping ; Volkov, V. V. |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 7.2019, 1, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | financial crises | diabolical loop | banking | sovereign debt |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics7010005 [DOI] 1668933012 [GVK] hdl:10419/247505 [Handle] |
Classification: | C22 - Time-Series Models ; G01 - Financial Crises |
Source: |
-
Information flow in times of crisis : the case of the European banking and sovereign sectors
Dungey, Mardi H., (2019)
-
Sovereigns and Banks in the Euro Area : A Tale of Two Crises
Gómez-Puig, Marta, (2015)
-
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper, (2012)
- More ...
-
Information flow in times of crisis : the case of the European banking and sovereign sectors
Dungey, Mardi H., (2019)
-
Volatility transmission in global financial markets
Clements, Adam, (2015)
-
A simple linear alternative to multiplicative error models with an application to trading volume
Clements, Adam, (2021)
- More ...