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Financial flows centrality : empirical evidence using bilateral capital flows
Mercado, Rogelio V. <Jr.>; Noviantie, Shanty - In: Journal of international financial markets, … 69 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012495935
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Learning financial survival from disasters
Tosun, Onur Kemal; Eshraghi, Arman; Muradoğlu, Gülnur - In: Journal of international financial markets, … 85 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014433285
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Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai; Liu, Xiao-xing - In: Journal of international financial markets, … 88 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao; Luu Duc Toan Huynh; Li, Yan - In: Journal of international financial markets, … 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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Short-selling restrictions and financial stability in Europe : evidence from the Covid-19 crisis
Bessler, Wolfgang; Vendrasco, Marco - In: Journal of international financial markets, … 80 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013533146
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Banking networks, systemic risk, and the credit cycle in emerging markets
Das, Sanjiv R.; Kalimipalli, Madhu; Nayak, Subhankar - In: Journal of international financial markets, … 80 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013533161
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When central bank research meets Google search : a sentiment index of global financial stress
Stolbov, Michail I.; Shchepeleva, Maria; Karminsky, … - In: Journal of international financial markets, … 81 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013533417
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Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut; Roestel, Jan - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
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Introducing the GVAR-GARCH model : evidence from financial markets
Prelorentzos, Arsenios-Georgios N.; Konstantakis, … - In: Journal of international financial markets, … 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014494797