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Von der amerikanischen "Subprime-Crisis" (2007) zum permanenten "Europäischen Stabilitätsmechanismus" (2013 f..)
Hummer, Waldemar - In: Die Finanzkrise aus internationaler und …, (pp. 231-389). 2011
Persistent link: https://www.econbiz.de/10009377252
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Contagion channels of the USA subprime financial crisis : evidence from USA, EMU, China and Japan equity markets
Dimitriou, Dimitrios; Simos, Theodore - In: Journal of financial economic policy 5 (2013) 1, pp. 61-71
Persistent link: https://www.econbiz.de/10009759331
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Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene; Müller, Gernot; Klüppelberg, Claudia; … - In: International review of financial analysis 24 (2012), pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
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Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
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Equities, Credits and Volatilities : A Multivariate Analysis of the European Market During the Sub-Prime Crisis
Schreiber, Irene - 2012
volatility, which is important for proper credit risk assessment. Our analysis includes daily quotes of the iTraxx Europe index … spreads during the crisis and spread changes significantly and positively lead changes in equity market volatility. Hence …
Persistent link: https://www.econbiz.de/10013116697
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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
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Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk; Demiralay, Sercan - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 595-603
Persistent link: https://www.econbiz.de/10010519718
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How does the financial crisis affect volatility behavior and transmission among European stock markets?
Slimane, Faten Ben; Mehanaoui, Mohamed; Kazi, Irfan Akbar - In: International Journal of Financial Studies : open … 1 (2013) 3, pp. 81-101
behavior and interdependence through the study of the intraday volatility transmission. This paper investigates the patterns of …
Persistent link: https://www.econbiz.de/10010197481
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Volatility spillovers between European financial markets : evidence since the Brexit
Golab, Anna; Zamojska, Anna - In: International journal of business and globalisation : IJBG 23 (2019) 3, pp. 345-366
Persistent link: https://www.econbiz.de/10012153198
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Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq; Jayasekera, Ranadeva - In: International review of financial analysis 36 (2014), pp. 36-45
Persistent link: https://www.econbiz.de/10010530222