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Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane; Wagner, Niklas F. - In: Journal of international financial markets, … 41 (2016), pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
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Sailing with the non-conventional stocks when there is no place to hide
Azad, A. S. M. Sohel; Azmat, Saad; Chazi, Abdelaziz; … - In: Journal of international financial markets, … 57 (2018), pp. 1-16
Persistent link: https://www.econbiz.de/10012127588
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The impact of the financial crisis on transatlantic information flows : an intraday analysis
Dimpfl, Thomas; Peter, Franziska Julia - In: Journal of international financial markets, … 31 (2014), pp. 1-13
Persistent link: https://www.econbiz.de/10011299363
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Information content in CDS spreads for equity returns
Wang, Peipei; Bhar, Ramaprasad - In: Journal of international financial markets, … 30 (2014), pp. 55-80
Persistent link: https://www.econbiz.de/10011293053
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Time-variations in herding behavior : evidence from a Markov switching SUR model
Klein, Arne C. - In: Journal of international financial markets, … 26 (2013), pp. 291-304
Persistent link: https://www.econbiz.de/10010234858
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Stock market interdependence, contagion, and the US financial crisis : the case of emerging and frontier markets
Samarakoon, Lalith P. - In: Journal of international financial markets, … 21 (2011) 5, pp. 724-742
Persistent link: https://www.econbiz.de/10009504843
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The banking bailout of the subprime crisis : was the bang worth the buck?
Fratianni, Michele; Marchionne, Francesco - In: Journal of international financial markets, … 23 (2013), pp. 240-264
Persistent link: https://www.econbiz.de/10009707502
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The stock market reaction to the public announcement of a supranational list of too-big-to-fail banks during the financial crisis
Abreu, José Filipe; Gulamhussen, Mohamed Azzim - In: Journal of international financial markets, … 25 (2013), pp. 49-72
Persistent link: https://www.econbiz.de/10009762806
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Who moves East Asian stock markets? : the role of the 2007 - 2009 global financial crisis
Wang, Lihong - In: Journal of international financial markets, … 28 (2014), pp. 182-203
Persistent link: https://www.econbiz.de/10010411566
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International stock market volatility : a global tail risk sight
Lu, Xinjie; Zeng, Qing; Zhong, Juandan; Zhu, Bo - In: Journal of international financial markets, … 91 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014494749