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The contagion effects of sovereign downgrades : evidence from the European financial crisis

Corbet, Shaen - In: International journal of economics and financial issues … 4 (2014) 1, pp. 83-92

Persistent link: https://www.econbiz.de/10010519727

The European financial market stress index

Corbet, Shaen - In: International journal of economics and financial issues … 4 (2014) 1, pp. 217-230

Persistent link: https://www.econbiz.de/10010520103

Turning tigers into PIIGS : the role of leverage in the Irish economic collapse

Corbet, Shaen - In: Lessons from the Great Recession : at the crossroads of …, (pp. 21-55). 2016

Persistent link: https://www.econbiz.de/10012225045

Introduction: cryptocurrencies and monetary policy

Corbet, Shaen - In: Review of corporate finance 3 (2023) 4, pp. 481-486

Persistent link: https://www.econbiz.de/10014390426

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074