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Multivariate risk aversion utility, application to ESG investments
Escobar, Marcos - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014225740
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Risk contagion in the banking network : new evidence from China
Chen, Bing; Li, Li; Peng, Fei; Anwar, Sajid - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012665109
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Modelling contagion of financial crises
Huang, Weihong; Chen, Zhenxi - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012666010
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Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Flavin, Thomas J.; Sheenan, Lisa - In: The North American journal of economics and finance : a … 34 (2015), pp. 167-186
Persistent link: https://www.econbiz.de/10011539865
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Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W. - In: The North American journal of economics and finance : a … 35 (2016), pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
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Financial contagion in the subprime crisis context : a copula approach
Zorgati, Imen; Lakhal, Faten; Zaabi, Elmoez - In: The North American journal of economics and finance : a … 47 (2019), pp. 269-282
Persistent link: https://www.econbiz.de/10012117859
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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Transmission of US financial and trade shocks to Asian economies : implications for spillover of the 2007 - 2009 US financial crisis
Yamamoto, Shugo - In: The North American journal of economics and finance : a … 27 (2014), pp. 88-103
Persistent link: https://www.econbiz.de/10010460896
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Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Nur Ain Shahrier - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013534059