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Systemic risk in European sovereign debt markets : a CoVaR-copula approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: Journal of international money and finance 51 (2015), pp. 214-244
Persistent link: https://www.econbiz.de/10011475258
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Asset pledgeability and international transmission of financial shocks
Trani, Tommaso - In: Journal of international money and finance 50 (2015), pp. 49-77
Persistent link: https://www.econbiz.de/10010465426
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Modelling portfolio capital flows in a global framework : multilateral implications of capital controls
Boero, Gianna; Mandalinci, Zeyyad; Taylor, Mark P. - In: Journal of international money and finance 90 (2019), pp. 142-160
Persistent link: https://www.econbiz.de/10012132969
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Dynamic asset allocation strategy using a state-dependent Markov model : applications to international equity markets
Hematizadeh, Roksana; Tajaddini, Reza; Hallahan, Terrence - In: Journal of international money and finance 128 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013438362
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Economic evaluation of asymmetric and price range information in gold and general financial markets
Wu, Chih-Chiang; Chiu, Junmao - In: Journal of international money and finance 74 (2017), pp. 53-68
Persistent link: https://www.econbiz.de/10011787915
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Measuring common cyclical features during financial turmoil : evidence of interdependence not contagion
Candelon, Bertrand; Hecq, Alain W. J.; Verschoor, … - In: Journal of international money and finance 24 (2005) 8, pp. 1317-1334
Persistent link: https://www.econbiz.de/10003229309
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Emerging markets and portfolio foreign exchange risk : an empirical investigation using a value-at-risk decomposition technique
Sirr, Gordon; Garvey, John; Gallagher, Liam - In: Journal of international money and finance 30 (2011) 8, pp. 1749-1772
Persistent link: https://www.econbiz.de/10009529252
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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68
Persistent link: https://www.econbiz.de/10010391088
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Global downside risk and equity returns
Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur; … - In: Journal of international money and finance 98 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012140071