Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
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