Sudden spikes in global risk
Year of publication: |
2013
|
---|---|
Authors: | Bacchetta, Philippe ; Van Wincoop, Eric |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 89.2013, 2, p. 511-521
|
Subject: | Equity price risk | VIX | Self-fulfilling | Financial panic | Contagion | Risiko | Risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Welt | World | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Volatilität | Volatility |
-
Early-warning signals of risk contagion among global stock markets : evidence from community-level
Liu, Chengcheng, (2022)
-
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén, (2015)
-
The global financial crisis: World market or regional contagion effects?
Morales, Lucía, (2014)
- More ...
-
A theory of the currency denomination of international trade
Bacchetta, Philippe, (2002)
-
Capital flows to Emerging Markets: Liberalization, Overshooting, and Volatility
Bacchetta, Philippe, (1998)
-
Does Exchange Rate Stability Increase Trade and Capital Flows?
Bacchetta, Philippe, (1998)
- More ...