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subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~person:"Dungey, Mardi H."
~person:"Guidolin, Massimo"
~subject:"Contagion effect"
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Schätzung
Contagion effect
Ansteckungseffekt
4
Financial crisis
4
Finanzkrise
4
ARCH model
3
ARCH-Modell
3
Contagion
2
Estimation
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2007-2009
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Impact assessment
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Dungey, Mardi H.
Guidolin, Massimo
Baur, Dirk G.
2
Candelon, Bertrand
2
Farmer, J. Doyne
2
Fry-McKibbin, Renée
2
Georg, Co-Pierre
2
Hasman, Augusto
2
Martin, Vance
2
Milunovich, George
2
Samartín Sáenz, Margarita
2
Thorp, Susan
2
Abduraimova, Kumushoy
1
Allegret, Jean-Pierre
1
Aloui, Riadh
1
Alter, Adrian
1
Anderson, Haelim Park
1
Atmaca, Sümeyra
1
Avakian, Adam
1
Aymanns, Christoph
1
Aïssa, Mohamed Safouane Ben
1
Beyer, Andreas
1
Bhanot, Karan
1
Bicu, Andreea
1
Black, Lamont
1
Blatt, Dominik
1
Bluedorn, John Christopher
1
Bommel, Jos van
1
Brooks, Robert
1
Buch, Claudia M.
1
Burns, Natasha
1
Caccioli, Fabio
1
Cannas, Giuseppina
1
Castellacci, Giuseppe
1
Castrén, Olli
1
Cerutti, Eugenio M.
1
Chandar, Nandini
1
Chiu, Wan-chien
1
Choi, Youngna
1
Cipriani, Marco
1
Claeys, Peter
1
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Journal of banking & finance
Discussion paper / UTAS, School of Economics and Finance
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
ADB economics working paper series
2
Journal of international financial markets, institutions & money
2
Asian Development Bank Economics Working Paper Series
1
CESifo forum : a bi-monthly journal on European economic issues
1
CFAP working papers
1
Economic modelling
1
Economic systems
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IMF working paper
1
International review of financial analysis
1
Journal of financial markets
1
Journal of financial stability
1
Pacific-Basin finance journal
1
Palgrave pivot
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
SpringerLink / Bücher
1
The North American journal of economics and finance : a journal of financial economics studies
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Working papers / Innocenzo Gasparini Institute for Economic Research
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ECONIS (ZBW)
4
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1
Are banking shocks contagious? : evidence from the eurozone
Dungey, Mardi H.
;
Flavin, Thomas J.
;
Lagoa Varela, Dolores
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012225230
Saved in:
2
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
Saved in:
3
Contagion and banking crisis : international evidence for 2007-2009
Dungey, Mardi H.
;
Gajurel, Dinesh
- In:
Journal of banking & finance
60
(
2015
),
pp. 271-283
Persistent link: https://www.econbiz.de/10011545024
Saved in:
4
Unobservable shocks as carriers of contagion
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003971329
Saved in:
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