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Impact of the ban on uncovered SCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and d...

Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10011598086

Impact of the ban on uncovered sCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and d...

Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 77-99

The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets. We analyse two European markets: the safe and developed Swedish market, and the risky and developing Hungarian one....

Persistent link: https://www.econbiz.de/10011869394

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

A copula approach to cross-market diversification

Bozovic, Milos; Karapandža, Raša; Urosevic, Branko - 2009

Persistent link: https://www.econbiz.de/10003818379

Deep financial integration and volatility

Kalemli-Ozcan, Sebnem; Sørensen, Bent E.; Volosovych, Vadym - 2010 - rev.

We investigate the relationship between financial integration and output volatility at micro and macro levels. Using a … of foreign ownership on the volatility of firms' outcomes in static as well as dynamic empirical frameworks. This effect … and aggregate fluctuations. To identify the causal effect of financial integration on volatility we exploit variation in …