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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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2
Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
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3
The main determinants of subprime securitization in the Spanish RMBS securities
Otero-González, Luis
;
Ezcurra-Pérez, Miguel
; …
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6301-6316
Persistent link: https://www.econbiz.de/10011411938
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4
The transmission from equity markets to commodity markets in crises periods
Tzeng, Kae-Yih
;
Shieh, Joseph C. P.
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4666-4689
Persistent link: https://www.econbiz.de/10011640740
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5
A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis : a predatory perspective
Mesly, Olivier
;
Racicot, François-Éric
- In:
Applied economics
49
(
2017
)
9
,
pp. 915-928
Persistent link: https://www.econbiz.de/10011811075
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6
The financial crisis : what caused it and when and why it ended
Thornton, Daniel L.
- In:
Applied economics
53
(
2021
)
33
,
pp. 3854-3870
Persistent link: https://www.econbiz.de/10012589542
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7
Spatial autocorrelation patterns among US commercial banks : before, during and after the subprime mortgage crisis
Parnes, Dror
- In:
Applied economics
54
(
2022
)
55
,
pp. 6339-6360
Persistent link: https://www.econbiz.de/10013411373
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8
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
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9
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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10
Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
7
,
pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
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