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subject:"Schätzung"
~person:"Fry-McKibbin, Renée"
~person:"Guidolin, Massimo"
~subject:"Contagion effect"
~type_genre:"Arbeitspapier"
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Schätzung
Contagion effect
Ansteckungseffekt
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Financial crisis
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7
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3
EU-Staaten
3
Lagrange multiplier tests
3
Statistical test
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Contagion testing
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Fry-McKibbin, Renée
Guidolin, Massimo
Aldasoro, Iñaki
16
Caporale, Guglielmo Maria
11
Dungey, Mardi H.
11
Faia, Ester
10
Fratzscher, Marcel
10
Kok Sørensen, Christoffer
10
Rigobón, Roberto
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Anand, Kartik
9
Lux, Thomas
9
Martin, Alberto
9
Flavin, Thomas J.
8
Lelyveld, Iman van
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Richardson, Gary
8
Rose, Andrew
8
Spiegel, Mark
8
Van Wincoop, Eric
8
Wheelock, David C.
8
Bacchetta, Philippe
7
Cabrales, Antonio
7
Ehrmann, Michael
7
Georg, Co-Pierre
7
Gottardi, Piero
7
Spagnolo, Nicola
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Ventura, Jaume
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Wijnbergen, Sweder van
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Ahnert, Toni
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Babus, Ana
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Beirne, John
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Delli Gatti, Domenico
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Hałaj, Grzegorz
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Hüser, Anne-Caroline
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Mitchener, Kris
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Montagna, Mattia
6
Acemoglu, Daron
5
Allen, Franklin
5
Caporin, Massimiliano
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Carlson, Mark
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Covi, Giovanni
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Degryse, Hans
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CAMA working paper series
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ECONIS (ZBW)
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Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746864
Saved in:
2
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
Persistent link: https://www.econbiz.de/10011746865
Saved in:
3
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
-
2016
-
This version: August, 2016
Persistent link: https://www.econbiz.de/10011806010
Saved in:
4
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
5
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
6
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
-
2013
Persistent link: https://www.econbiz.de/10009788794
Saved in:
7
A regime switching Skew-normal model for measuring financial crisis and contagion
Chan, Joshua C. C.
;
Hsiao, Cody Yu-Ling
;
Fry-McKibbin, …
-
2013
Persistent link: https://www.econbiz.de/10009744179
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