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Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis
Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10013341502
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Financial contagion and the TIR-MIDAS model
Ye, Wuyi; Jiang, Kunliang; Liu, Xiaoquan - In: Finance research letters 39 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
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Identifying systemic important markets from a global perspective : using the ADCC [delta]CoVaR approach with skewed-t distribution
Fang, Libing; Chen, Baizhu; Yu, Honghai; Qian, Yichuo - In: Finance research letters 24 (2018), pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
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Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - In: Finance research letters 25 (2018), pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
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Dutch mortgages : impact of the crisis on probability of default
Kroot, Jan; Giouvris, Evangelos - In: Finance research letters 18 (2016), pp. 205-217
Persistent link: https://www.econbiz.de/10011657020
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Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
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Financial stability and bank supervision
Tabak, Benjamin Miranda; Fazio, Dimas M.; Paiva, Karine … - In: Finance research letters 18 (2016), pp. 322-327
Persistent link: https://www.econbiz.de/10011657271
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Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed; Bradford, Marc; El Marzougui, Abdelaziz; … - In: Finance research letters 19 (2016), pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
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Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Ormos, Mihály; Timotity, Dusán - In: Finance research letters 19 (2016), pp. 60-66
Persistent link: https://www.econbiz.de/10011657448
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Dynamic spillovers between Shanghai and London nonferrous metal futures markets
Kang, Sang Hoon; Yoon, Seong-min - In: Finance research letters 19 (2016), pp. 181-188
Persistent link: https://www.econbiz.de/10011657617