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Credit contagion and aggregate losses
Giesecke, Kay; Weber, Stefan - In: Journal of economic dynamics & control 30 (2006) 5, pp. 741-767
Persistent link: https://www.econbiz.de/10003317075
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Can a stochastic cusp catastrophe model explain stock market crashes?
Barunik, J.; Vošvrda, Miloslav S. - In: Journal of economic dynamics & control 33 (2009) 10, pp. 1824-1836
Persistent link: https://www.econbiz.de/10003882555
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Behavioural heterogeneity and shift-contagion : evidence from the Asian crisis
Jong, Eelke de; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1929-1944
Persistent link: https://www.econbiz.de/10003888586
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Econometric issues in the analysis of contagion
Pesaran, M. Hashem; Pick, Andreas - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1245-1277
Persistent link: https://www.econbiz.de/10003443385
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Stock market crashes as social phase transitions
Levy, Moshe - In: Journal of economic dynamics & control 32 (2008) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10003622733
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Quantifying and understanding the economics of large financial movements
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki - In: Journal of economic dynamics & control 32 (2008) 1, pp. 303-319
Persistent link: https://www.econbiz.de/10003622800
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Systemic risk, financial contagion and financial fragility
Martínez-Jaramillo, Serafín; Pérez, Omar Pérez; … - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2358-2374
Persistent link: https://www.econbiz.de/10009008870
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The stock market crash of 2008 caused the Great Recession : theory and evidence
Farmer, Roger E. A. - In: Journal of economic dynamics & control 36 (2012) 5, pp. 693-707
Persistent link: https://www.econbiz.de/10009554317
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The financial instability hypothesis : a stochastic microfoundation framework
Chiarella, Carl; Di Guilmi, Corrado - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1151-1171
Persistent link: https://www.econbiz.de/10009241471
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Hoarding international reserves versus a Pigovian tax-cum-subsidy scheme : reflections on the deleveraging crisis of 2008 - 2009, and a cost benefit analysis
Aizenman, Joshua - In: Journal of economic dynamics & control 35 (2011) 9, pp. 1502-1513
Persistent link: https://www.econbiz.de/10009306496