Narrow search
Showing 1 - 10 of 557
Cover Image
Volatility co-movements and spillover effects within the Eurozone economies : a multivariate GARCH approach using the financial stress index
MacDonald, Ronald; Sogiakas, Vasilios; Tsopanakis, Andreas - In: Journal of international financial markets, … 52 (2018), pp. 17-36
Persistent link: https://www.econbiz.de/10011986183
Cover Image
Bearish vs Bullish risk network : a Eurozone financial system analysis
Foglia, Matteo; Addi, Abdelhamid; Wang, Gang-Jin; … - In: Journal of international financial markets, … 77 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013357111
Cover Image
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Antonakakis, Nikolaos; Vergos, Konstantinos - In: Journal of international financial markets, … 26 (2013), pp. 258-272
Persistent link: https://www.econbiz.de/10010234872
Cover Image
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
Cover Image
An evolution of global and regional banking networks : a focus on Japanese banks' international expansion
Harrison, Michael; Nakajima, Jouchi; Shabani, Mimoza - In: Journal of international financial markets, … 83 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014306271
Cover Image
The rating spillover from banks to sovereigns : an empirical investigation across the European Union
Hu, Haoshen; Prokop, Jörg; Shi, Yukun; Trautwein, … - In: Journal of international financial markets, … 64 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012495673
Cover Image
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain; Arreola-Hernandez, Jose; … - In: Journal of international financial markets, … 56 (2018), pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Cover Image
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi; El Khoury, Rim; Alshater, Muneer Maher - In: Journal of international financial markets, … 82 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Cover Image
The changing international network of sovereign debt and financial institutions
Dungey, Mardi H.; Harvey, John; Volkov, V. V. - In: Journal of international financial markets, … 60 (2019), pp. 149-168
Persistent link: https://www.econbiz.de/10012127979
Cover Image
On the predictive power of network statistics for financial risk indicators
Song, Jianhua; Zhang, Zhepei; So, Mike Ka-pui - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820403