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~person:"Allen, Franklin"
~person:"Kouretas, Georgios P."
~person:"Lleo, Sébastien"
~person:"Stulz, René M."
~subject:"Ansteckungseffekt"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
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Search: subject_exact:"Stock market crash"
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Ansteckungseffekt
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75
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16
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14
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Allen, Franklin
Kouretas, Georgios P.
Lleo, Sébastien
Stulz, René M.
Dungey, Mardi H.
15
Kenourgios, Dimitris
12
Kim, Jeong-bon
12
Boujelbene, Younes
11
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5
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1
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1
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ECONIS (ZBW)
18
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18
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1
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
2
Geopolitical risks, uncertainty, and stock market performance
Agoraki, Maria-Eleni K.
;
Kouretas, Georgios P.
; …
- In:
Economic and political studies : EPS
10
(
2022
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10013357048
Saved in:
3
Financial architecture and financial stability
Allen, Franklin
;
Walther, Ansgar
- In:
Annual review of financial economics
13
(
2021
),
pp. 129-151
Persistent link: https://www.econbiz.de/10012612501
Saved in:
4
Can Warren Buffett forecast equity market corrections?
Lleo, Sébastien
;
Ziemba, William T.
- In:
The European journal of finance
25
(
2019
)
4
,
pp. 369-393
Persistent link: https://www.econbiz.de/10012206981
Saved in:
5
Why is contagion asymmetric during the European sovereign crisis?
Beltratti, Andrea
;
Stulz, René M.
- In:
Journal of international money and finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012313662
Saved in:
6
The interplay between regulations and financial stability
Allen, Franklin
;
Gu, Xian
- In:
Journal of financial services research : JFSR
53
(
2018
)
2/3
,
pp. 233-248
Persistent link: https://www.econbiz.de/10012023955
Saved in:
7
Predicting stock market crashes in China
Lleo, Sébastien
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 125-135
Persistent link: https://www.econbiz.de/10011879573
Saved in:
8
Assessing the impact of an EU financial transactions tax on asset volatility : an event study
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
International review of financial analysis
53
(
2017
),
pp. 12-24
Persistent link: https://www.econbiz.de/10011877842
Saved in:
9
Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models?
Lleo, Sébastien
;
Ziemba, William T.
- In:
Financial markets, institutions & instruments
26
(
2017
)
2
,
pp. 61-123
Persistent link: https://www.econbiz.de/10011713610
Saved in:
10
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sébastien
;
Ziemba, William T.
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 399-425
Persistent link: https://www.econbiz.de/10011474134
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