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Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412
Persistent link: https://www.econbiz.de/10012244328
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Global systemic risk measures and their forecasting power for systemic events
Grundke, Peter; Tuchscherer, Michael - In: The European journal of finance 25 (2019) 3, pp. 205-233
Persistent link: https://www.econbiz.de/10012206970
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Do institutions prevent contagion in financial markets? : evidence from the European debt crisis
Kosmidou, Kyriaki; Kousenidis, Dimitrios V.; Ladas, Anestis - In: The European journal of finance 25 (2019) 7, pp. 632-646
Persistent link: https://www.econbiz.de/10012207016
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Contagion from the crises in the Euro-zone : where, when and why?
Pentecost, Eric J.; Du, Wenti; Bird, Graham R.; … - In: The European journal of finance 25 (2019) 14, pp. 1309-1327
Persistent link: https://www.econbiz.de/10012207094
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The propagation of liquidity imbalances in manufacturing supply chains : evidence from a spatial auto-regressive approach
Lamieri, Marco; Sangalli, Ilaria - In: The European journal of finance 25 (2019) 15, pp. 1377-1401
Persistent link: https://www.econbiz.de/10012207104
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Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun; Shin, Dong-wan - In: The European journal of finance 25 (2019) 18, pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
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Financial contagion in a core-periphery interbank network
Sui, Peng; Tanna, Sailesh K.; Zhou, Dandan - In: The European journal of finance 26 (2020) 7/8, pp. 691-710
Persistent link: https://www.econbiz.de/10012207336
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Hawkes processes in finance : market structure and impact
Chen, Jing; Taylor, Nicholas; Yang, Steve Y.; Han, Qian - In: The European journal of finance 28 (2022) 7, pp. 621-626
Persistent link: https://www.econbiz.de/10013373303
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The dynamics of price jumps in the stock market : an empirical study on Europe and U.S.
Ferriani, Fabrizio; Zoi, Patrick - In: The European journal of finance 28 (2022) 7, pp. 718-742
Persistent link: https://www.econbiz.de/10013373314
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Measuring the systemic risk in indirect financial networks
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098
Persistent link: https://www.econbiz.de/10013373362