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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
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The impact of sovereign defaults on lending countries
Guo, Si; Pei, Yun - In: Review of quantitative finance and accounting 60 (2023) 1, pp. 345-374
Persistent link: https://www.econbiz.de/10013548981
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The Credit Default Swap market contagion during recent crises : international evidence
Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10012173009
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The implied growth rates and country risk premium : evidence from Chinese stock markets
Wang, Pengguo; Huang, Wei - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 641-663
Persistent link: https://www.econbiz.de/10011532062
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International asset excess returns and multivariate conditional volatilities
Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312
Persistent link: https://www.econbiz.de/10002851961
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Testing stock market contagion properties between large and small stock markets
Su, Ender - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 147-202
Persistent link: https://www.econbiz.de/10012549911
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A multicountry measure of comovement and contagion in international markets : definition and applications
Tessler, Nina; Venezia, Itzhak - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1307-1330
Persistent link: https://www.econbiz.de/10013191882
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Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings
Kim, Jang-chul; Lee, Kaun Y.; Yi, Ha-Chin - In: Review of quantitative finance and accounting 62 (2024) 1, pp. 365-387
Persistent link: https://www.econbiz.de/10014503070
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Currency hedging using the mean-Gini framework
Shaffer, David Reed; DeMaskey, Andrea L. - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 125-137
Persistent link: https://www.econbiz.de/10003124766
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Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Karavias, Yiannis; Spilioti, Stella; Tzavalis, Elias - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1593-1621
Persistent link: https://www.econbiz.de/10012549879