Similar Search Results

IGARCH models and structural breaks

Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Applied economics letters 10 (2003) 12, pp. 765-768

Persistent link: https://www.econbiz.de/10001819341

Coordination and price shocks : an empirical analysis

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000974807

Coordination and price shocks : an empirical analysis

Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Economic modelling 18 (2001) 4, pp. 569-584

Persistent link: https://www.econbiz.de/10001654125

Coordination and price shocks : an empirical analysis

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000646135

Financial contagion : evolutionary optimisation of a multinational agent-based model

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003769817

Financial contagion : evolutionary optimisation of a multinational agent-based model

Caporale, Guglielmo Maria (contributor); … - 2008

Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during a crisis are referred to as financial contagion. We simulate crisis transmission in the context of a model of market participants...