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subject:"Schätzung"
~person:"Fry-McKibbin, Renée"
~person:"Guidolin, Massimo"
~subject:"Contagion effect"
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Contagion effect
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18
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Fry-McKibbin, Renée
Guidolin, Massimo
Dungey, Mardi H.
29
Kenourgios, Dimitris
25
Aldasoro, Iñaki
23
Allen, Franklin
22
Fratzscher, Marcel
22
Schmukler, Sergio L.
22
Caporale, Guglielmo Maria
21
Georg, Co-Pierre
20
Corbet, Shaen
19
Richardson, Gary
19
Hsiao, Cody Yu-Ling
18
Wheelock, David C.
18
Ehrmann, Michael
17
Acemoglu, Daron
16
Anand, Kartik
16
Giudici, Paolo
16
Rigobón, Roberto
16
Spagnolo, Nicola
16
Amini, Hamed
15
Flavin, Thomas J.
15
Ozdaglar, Asuman E.
15
Stahel, Christof W.
15
Babus, Ana
14
Bekaert, Geert
14
Faia, Ester
14
Kok Sørensen, Christoffer
14
Martin, Alberto
14
Minca, Andreea
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Bacchetta, Philippe
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Beirne, John
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Gai, Prasanna
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Helwege, Jean
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Samitas, Aristeidis
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Baur, Dirk G.
12
Lucey, Brian M.
12
Lux, Thomas
12
Park, Cyn-Young
12
Ahelegbey, Daniel Felix
11
Ahnert, Toni
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ECONIS (ZBW)
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1
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Fry-McKibbin, Renée
;
Greenwood-Nimmo, Matthew
;
Hsiao, …
-
2021
Persistent link: https://www.econbiz.de/10012586199
Saved in:
2
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
3
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:
4
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:
5
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:
6
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
7
Cross-asset contagion in the financial crisis : a Bayesian time-varying parameter approach
Guidolin, Massimo
;
Hansen, Erwin
;
Pedio, Manuela
- In:
Journal of financial markets
45
(
2019
),
pp. 83-114
Persistent link: https://www.econbiz.de/10012317480
Saved in:
8
Joint tests of contagion with applications
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10012194667
Saved in:
9
A regime switching skew-normal model of contagion
Chan, Joshua
;
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012054868
Saved in:
10
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
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