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Contagion: an empirical test
Wongswan, Jon - 2003
Persistent link: https://www.econbiz.de/10001792944
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Evaluating "correlation breakdowns" during periods of market volatility
Loretan, Mico; English, William B. - 2000
Persistent link: https://www.econbiz.de/10001464198
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Linking the MPS price sector to international price disturbances
Thurman, Stephen S.; Kwak, Sŭng-yŏng - 1976
Persistent link: https://www.econbiz.de/10000780346
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The information content of forward and futures prices : market expectations and the price of risk
Chernenko, Sergey V.; Schwarz, Krista B.; Wright, … - 2004
Persistent link: https://www.econbiz.de/10002117774
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How do FOMC actions and US macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?
Robitaille, Patrice; Roush, Jennifer - 2006
Persistent link: https://www.econbiz.de/10003391607
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Evaluating asset-market effects of unconventional monetary policy : a cross-country comparison
Rogers, John H.; Scotti, Chiara; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10010376932
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U.S. unconventional monetary policy and transmission to emerging market economies
Bowman, David; Londono, Juan M.; Spariza, Horacio - 2014
Persistent link: https://www.econbiz.de/10010380672
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Contracting with feedback
Lin, Tse-chun; Liu, Qi; Sun, Bo - 2015
Persistent link: https://www.econbiz.de/10011457637
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Bank interventions and options-based systemic risk : evidence from the global and euro-area crisis
Londono, Juan M.; Tian, Mary - 2014
Persistent link: https://www.econbiz.de/10010407446
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Do fundamentals explain the international impact of US interest rates? : evidence at the firm level
Ammer, John; Vega, Clara; Wongswan, Jon - 2008
Persistent link: https://www.econbiz.de/10009269044