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~person:"Gibson, Heather D."
~person:"Illing, Gerhard"
~person:"Krishnamurthy, Arvind"
~person:"Sornette, Didier"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Börsen-Crash"
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57
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Gibson, Heather D.
Illing, Gerhard
Krishnamurthy, Arvind
Sornette, Didier
Aizenman, Joshua
39
Bordo, Michael D.
34
Eichengreen, Barry
32
Allen, Franklin
31
Willett, Thomas D.
31
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30
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26
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26
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26
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22
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22
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22
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22
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21
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17
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17
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17
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17
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57
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1
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
2
An investigation into feedback and spatial relationships between banks' share prices and sovereign bond spreads during the euro crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Petroulas, Pavlos
; …
- In:
Journal of financial stability
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014371917
Saved in:
3
Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier
;
Cauwels, Peter
;
Smilyanov, Georgi
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 1-105
Persistent link: https://www.econbiz.de/10012137897
Saved in:
4
Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
GeFang, Deborah
; …
- In:
Oxford economic papers
73
(
2021
)
4
,
pp. 1454-1470
Persistent link: https://www.econbiz.de/10012655261
Saved in:
5
On the effects of the ECB's funding policies on bank lending
Gibson, Heather D.
;
Hall, Stephen G.
;
Petroulas, Pavlos
; …
- In:
Journal of international money and finance
102
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012392318
Saved in:
6
The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Petroulas, Pavlos
; …
- In:
Journal of international money and finance
108
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012403813
Saved in:
7
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
8
A macroeconomic framework for quantifying systemic risk
He, Zhiguo
;
Krishnamurthy, Arvind
- In:
American economic journal : a journal of the American …
11
(
2019
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012139735
Saved in:
9
An asset-based framework of credit creation (applied to the global financial crisis)
Becke, Susanne von der
;
Sornette, Didier
- In:
Accounting, Economics, and Law : AEL ; a convivium
9
(
2019
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012064788
Saved in:
10
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
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