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Deviations from covered interest parity in the emerging markets after the global financial crisis
Geyikçi, Utku Bora; Özyıldırım, Süheyla - In: Journal of international financial markets, … 85 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014433228
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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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Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
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CDX and iTraxx and their relation to the systemically important financial institutions : evidence from the 2008 - 2009 financial crisis
Calice, Giovanni - In: Journal of international financial markets, … 32 (2014), pp. 20-37
Persistent link: https://www.econbiz.de/10011299808
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Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios - In: Journal of international financial markets, … 58 (2019), pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
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The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles
Yan, Cheng; Wang, Xichen - In: Journal of international financial markets, … 56 (2018), pp. 38-54
Persistent link: https://www.econbiz.de/10011984153
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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
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Uncertainty and corporate default risk : novel evidence from emerging markets
Duc Nguyen Nguyen; Nguyen Phuc Canh; Le Phuong Xuan Dang - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357316
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An entropy-based early warning indicator for systemic risk
Billio, Monica; Casarin, Roberto; Costola, Michele; … - In: Journal of international financial markets, … 45 (2016), pp. 42-59
Persistent link: https://www.econbiz.de/10011690432
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Bayesian GVAR with k-endogenous dominants & input-output weights : financial and trade channels in crisis transmission for BRICs
Tsionas, Efthymios G.; Konstantakis, Konstantinos N.; … - In: Journal of international financial markets, … 42 (2016), pp. 1-26
Persistent link: https://www.econbiz.de/10011673401