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International financial contagion of the US sub-prime crisis: evidence through the adjusted correlation test and non-linear Error Correction Models (ECM)
Omri, Anis; Ghorbel-Zouari, Sonia - In: International Journal of Monetary Economics and Finance 4 (2011) 2, pp. 135-149
markets of USA, France, Germany, Japan and UK during the current crisis. …
Persistent link: https://www.econbiz.de/10009352484
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US and European stock market crashes: Any evidence of interdependence?
Sooreea, Rajeev; Wheeler, Mark - In: International Journal of Monetary Economics and Finance 4 (2011) 4, pp. 372-389
This paper examines the response of Stock Prices (SPs) in Germany, Italy, and the UK to shocks to US Stock Prices …, Germany and Italy. …
Persistent link: https://www.econbiz.de/10009352498
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On the role of volatility for modelling risk exposure
Olmo, Jose - In: International Journal of Monetary Economics and Finance 1 (2008) 2, pp. 219-234
empirical exercise for data of financial indexes from USA, UK, Germany, Japan and Spain. …
Persistent link: https://www.econbiz.de/10005753752
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On the role of volatility for modelling risk exposure
Olmo, Jose - In: International Journal of Monetary Economics and Finance 1 (2008) 2, pp. 219-234
empirical exercise for data of financial indexes from USA, UK, Germany, Japan and Spain. …
Persistent link: https://www.econbiz.de/10008538671