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Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179
Persistent link: https://www.econbiz.de/10011556813
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Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?
Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210
Persistent link: https://www.econbiz.de/10009301132
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Cross-border M&As and credit risk : evidence from the CDS market
Ismailescu, Iuliana; Col, Burcin - In: Journal of empirical finance 66 (2022), pp. 51-73
Persistent link: https://www.econbiz.de/10013370592
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Relief rallies after FOMC announcements as a resolution of uncertainty
Gu, Chen; Kurov, Alexander; Halova Wolfe, Marketa - In: Journal of empirical finance 49 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012117710
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The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.; Stein, Michael - In: Journal of empirical finance 31 (2015), pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
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Bank fragility and contagion : evidence from the bank CDS market
Ballester, Laura; Casu, Barbara; González-Urteaga, Ana - In: Journal of empirical finance 38 (2016), pp. 394-416
Persistent link: https://www.econbiz.de/10011664775
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Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia - In: Journal of empirical finance 34 (2015), pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
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Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Støve, Bård; Tjostheim, Dag; Hufthammer, Karl Ove - In: Journal of empirical finance 25 (2014), pp. 62-82
Persistent link: https://www.econbiz.de/10010462084
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Conditional tail-risk in cryptocurrency markets
Borri, Nicola - In: Journal of empirical finance 50 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012169911
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On detection of volatility spillovers in overlapping stock markets
Kohonen, Anssi - In: Journal of empirical finance 22 (2013), pp. 140-158
Persistent link: https://www.econbiz.de/10009768412