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isPartOf:"Journal of econometrics"
~isPartOf:"Borradores de economía"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Financial crisis"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject_exact:"Volatility"
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Financial crisis
Volatilität
480
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479
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174
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Gamba-Santamaria, Santiago
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Journal of econometrics
Borradores de economía
Working paper / National Bureau of Economic Research, Inc.
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9
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ECONIS (ZBW)
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Modelling CDS volatility at different tenures: an application for Latin-American countries
Gamboa-Estrada, Fredy
;
Romero, José Vicente
-
2022
Persistent link: https://www.econbiz.de/10013327085
Saved in:
2
Capital flow waves - or ripples? : extreme capital flow movements since the crisis
Forbes, Kristin
;
Warnock, Francis E.
-
2020
Persistent link: https://www.econbiz.de/10012216294
Saved in:
3
FX intervention and domestic credit: evidence from high-frequency micro data
Hofmann, Boris
;
Shin, Hyun Song
;
Villamizar, Mauricio
-
2019
Persistent link: https://www.econbiz.de/10012126141
Saved in:
4
Detecting exchange rate contagion using copula functions
Cubillos-Rocha, Juan Sebastian
;
Gomez-Gonzalez, Eduardo
; …
-
2018
Persistent link: https://www.econbiz.de/10011944495
Saved in:
5
Volatility spillovers among global stock markets : measuring total and directional effects
Gamba-Santamaria, Santiago
;
Gómez González, José Eduardo
-
2017
Persistent link: https://www.econbiz.de/10011650412
Saved in:
6
Stock market volatility spillovers : evidence for Latin America
Gamba-Santamaria, Santiago
;
Gómez González, José Eduardo
-
2016
Persistent link: https://www.econbiz.de/10011618439
Saved in:
7
Financial frictions and fluctuations in volatility
Arellano, Cristina
;
Bai, Yan
;
Kehoe, Patrick J.
-
2016
Persistent link: https://www.econbiz.de/10011609231
Saved in:
8
A model of fickle capital flows and retrenchment : global liquidity creation and reach for safety and yield
Caballero, Ricardo J.
;
Simsek, Alp
-
2016
Persistent link: https://www.econbiz.de/10011567438
Saved in:
9
Financial crises, debt volatility and optimal taxes
Parra-Polania, Julian A.
;
Vargas, Carmiña O.
-
2014
Persistent link: https://www.econbiz.de/10010390165
Saved in:
10
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
Saved in:
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