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Ansteckungseffekt
7
Contagion effect
7
Financial crisis
7
Finanzkrise
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Aktienmarkt
3
Lagrange multiplier tests
3
Statistical test
3
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equity markets
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1997-2010
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Capital income
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Fry-McKibbin, Renée
7
Hsiao, Cody Yu-Ling
6
Martin, Vance
3
Chan, Joshua C. C.
2
Hsiao, Cody Yu-ling
2
Fry, Renée
1
Greenwood-Nimmo, Matthew
1
Hsiao, Cody Y. L.
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Qi, Lin
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Tang, Chrismin
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CAMA working paper series
CAMA Working Paper
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CAMA Working Papers
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Australian School of Business working paper : Australian School of Business research paper
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CAMA Working Paper 15/2013
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Centre for Applied Microeconomic Analysis (CAMA) Working Paper
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China economic review : an international journal
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Discussion Papers / School of Economics, UNSW Business School
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy policy
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Finance research letters
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international money and finance
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Open Economies Review
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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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 returns with an application to euro zone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2018
Persistent link: https://www.econbiz.de/10012201943
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
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
6
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
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
Saved in:
8
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
Saved in:
9
Actually this time is different
Fry, Renée
;
Hsiao, Cody Yu-ling
;
Tang, Chrismin
-
2011
Persistent link: https://www.econbiz.de/10009153465
Saved in:
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