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subject:"Schätzung"
~person:"Fry-McKibbin, Renée"
~subject:"Contagion effect"
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Schätzung
Contagion effect
Ansteckungseffekt
14
Financial crisis
14
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14
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6
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6
Lagrange multiplier tests
5
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Fry-McKibbin, Renée
Dungey, Mardi H.
29
Kenourgios, Dimitris
25
Aldasoro, Iñaki
23
Allen, Franklin
23
Fratzscher, Marcel
22
Schmukler, Sergio L.
22
Caporale, Guglielmo Maria
21
Corbet, Shaen
20
Georg, Co-Pierre
20
Hsiao, Cody Yu-Ling
20
Richardson, Gary
20
Wheelock, David C.
18
Ehrmann, Michael
17
Acemoglu, Daron
16
Anand, Kartik
16
Giudici, Paolo
16
Kok Sørensen, Christoffer
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
Martin, Alberto
14
Minca, Andreea
14
Bacchetta, Philippe
13
Beirne, John
13
Gai, Prasanna
13
Helwege, Jean
13
Samitas, Aristeidis
13
Battiston, Stefano
12
Baur, Dirk G.
12
Lucey, Brian M.
12
Lux, Thomas
12
Park, Cyn-Young
12
Ahelegbey, Daniel Felix
11
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CAMA working paper series
7
Journal of banking & finance
2
Econometric reviews
1
Finance research letters
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Open economies review
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Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
14
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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
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Fry-McKibbin, Renée
;
Greenwood-Nimmo, Matthew
;
Hsiao, …
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014578052
Saved in:
3
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:
4
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:
5
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:
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
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:
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
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
10
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 626-649
Persistent link: https://www.econbiz.de/10012040398
Saved in:
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