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Evidence of cross-asset contagion in U.S. markets
Chang, Guang-Di; Cheng, Po-Ching - In: Economic modelling 58 (2016), pp. 219-226
Persistent link: https://www.econbiz.de/10011647338
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Sectoral dynamics of financial contagion in Europe : the cases of the recent crises episodes
Alexakis, Christos A.; Pappas, Vasileios - In: Economic modelling 73 (2018), pp. 222-239
Persistent link: https://www.econbiz.de/10012100519
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Increase in home bias in the Eurozone debt crisis : the role of domestic shocks
Cornand, Camille; Gandré, Pauline; Gimet, Céline - In: Economic modelling 53 (2016), pp. 445-469
Persistent link: https://www.econbiz.de/10011641084
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Uncertainty and episodes of extreme capital flows in the Euro Area
Schmidt, Torsten; Zwick, Lina - In: Economic modelling 48 (2015), pp. 343-356
Persistent link: https://www.econbiz.de/10011456918
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Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?
Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Economic modelling 33 (2013), pp. 209-225
Persistent link: https://www.econbiz.de/10010191987
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Evaluating sovereign risk spillovers on domestic banks during the European debt crisis
Keddad, Benjamin; Schalck, Christophe - In: Economic modelling 88 (2020), pp. 356-375
Persistent link: https://www.econbiz.de/10012417241
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Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion
Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Economic modelling 56 (2016), pp. 133-147
Persistent link: https://www.econbiz.de/10011646024
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Islamic financial markets and global crises : contagion or decoupling?
Kenourgios, Dimitris; Naifar, Nader; Dimitriou, Dimitrios - In: Economic modelling 57 (2016), pp. 36-46
Persistent link: https://www.econbiz.de/10011646793
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Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011647047
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Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective
Popescu, Alexandra; Turcu, Camelia - In: Economic modelling 67 (2017), pp. 275-284
Persistent link: https://www.econbiz.de/10011813829