Narrow search
Showing 1 - 10 of 187
Cover Image
Risk sharing in a financial market with endogenous option prices
Wenzelburger, Jan - In: The European journal of finance 19 (2013) 5/6, pp. 491-517
Persistent link: https://www.econbiz.de/10010243599
Cover Image
Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.; Ioannidis, Christos - In: The European journal of finance 25 (2019) 16, pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
Cover Image
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: The European journal of finance 19 (2013) 9/10, pp. 939-950
Persistent link: https://www.econbiz.de/10010245648
Cover Image
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
Cover Image
Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: The European journal of finance 25 (2019) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10012206955
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The stress contagion among financial markets and its determinants
Wu, Baohui; Min, Feng; Wen, Fenghua - In: The European journal of finance 29 (2023) 11, pp. 1267-1302
Persistent link: https://www.econbiz.de/10014323003