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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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International risk transmission of stock market movements
Shen, Yifan - In: Economic modelling 69 (2018), pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
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Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
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Information demand and stock market liquidity : international evidence
Aouadi, Amal; Arouri, Mohamed; Roubaud, David - In: Economic modelling 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012027899
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Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir; Huo, Rui - In: Economic modelling 79 (2019), pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
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Financial market integration : theory and empirical results
Arouri, Mohamed; Foulquier, Philippe - In: Economic modelling 29 (2012) 2, pp. 382-394
Persistent link: https://www.econbiz.de/10009536808
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Bull or bear markets : a wavelet dynamic correlation perspective
Benhmad, François - In: Economic modelling 32 (2013), pp. 576-591
Persistent link: https://www.econbiz.de/10009762016
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The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier - In: Economic modelling 124 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014463273