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Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa; Brzeszczyński, Janusz; Goodell, John W. - In: Journal of international financial markets, … 79 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
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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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Impact of Coronavirus on liquidity in financial markets
Gofran, Ruhana Zareen; Gregoriou, Andros; Haar, Lawrence - In: Journal of international financial markets, … 78 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013357292
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The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie; Harb, Etienne - In: Journal of international financial markets, … 80 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
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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
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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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Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis; Kanas, Angelos; Papachristou, … - In: Journal of international financial markets, … 38 (2015), pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
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Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
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To trade in- or outside the limit order book? : An empirical study of the use of the automated trading system at the Helsinki Stock Exchange
Hedvall, Kaj - In: Journal of international financial markets, … 6 (1996) 2/3, pp. 93-124
Persistent link: https://www.econbiz.de/10001508354