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Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours

Bird, Graham R.; Du, Wenti; Pentecost, Eric J.; … - In: Applied economics 49 (2017) 59, pp. 5895-5904

Persistent link: https://www.econbiz.de/10011845841

Currency crises and the stock market : empirical evidence for another type of twin crisis

Eichler, Stefan; Maltritz, Dominik - In: Applied economics 43 (2011) 28/30, pp. 4561-4587

Persistent link: https://www.econbiz.de/10009388082

Political booms and currency crises

Sever, Can - In: Journal of macroeconomics 70 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013275467

Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - 2022

This paper studies volatility spillovers in credit default swaps (CDS) between the corporate sectors and Latin American countries. Daily data from October 14, 2006, to August 23, 2021, are employed. Spillovers are computed both for the raw data and for filtered series which factor out the effect...

Persistent link: https://www.econbiz.de/10014495999