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Market integration and contagion
Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - In: The journal of business : B 78 (2005) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10002827392
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Market integration and contagion
Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - 2003
Persistent link: https://www.econbiz.de/10001738796
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International Equity Correlations, Integration and Contagion
Nicklas, Steven - 2012
This paper attempts to provide a comprehensive depiction of the dynamics of the correlation structure of international equity returns. In this pursuit, we employ a powerful yet parsimonious dynamic latent factor model with time-varying loadings and stochastic volatility. Such a specification...
Persistent link: https://www.econbiz.de/10013100767
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Market Integration and Contagion
Bekaert, Geert - 2010
to providing new insights on contagion during crisis periods, we document patterns through time in world and regional …
Persistent link: https://www.econbiz.de/10012762856
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Market Integration and Contagion
Bekaert, Geert - 2003
to providing new insights on contagion during crisis periods, we document patterns through time in world and regional …
Persistent link: https://www.econbiz.de/10012469193
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Relative risk aversion and the transmission of financial crises
Boschi, Melisso; Goenka, Aditya - In: Journal of economic dynamics & control 36 (2012) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10009422352
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Short-run pain, long-run gain : financial liberalization and stock market cycles
Kaminsky, Graciela L.; Schmukler, Sergio L. - In: Review of finance : journal of the European Finance … 12 (2008) 2, pp. 253-292
Persistent link: https://www.econbiz.de/10003753165
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Short-run pain, long-run gain : the effects of financial liberalization
Kaminsky, Graciela Laura - 2002
Persistent link: https://www.econbiz.de/10010523631
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Short-run pain, long-run gain : the effects of financial liberalization
Kaminsky, Graciela L.; Schmukler, Sergio L. - 2002
Persistent link: https://www.econbiz.de/10001716032
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Short-run pain, long-run gain: the effects of financial liberalization
Kaminsky, Graciela L.; Schmukler, Sergio L. - 2003
Persistent link: https://www.econbiz.de/10001759474