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ECONIS (ZBW)
8,281
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1
Three essays on financial econometrics and empirical finance
Kang, Long
-
2008
Persistent link: https://www.econbiz.de/10011405218
Saved in:
2
Contagion effects on stock and FX markets : a DCC analysis among USA and EMU
Dimitriou, Dimitrios I.
;
Simos, Theodore M.
- In:
Studies in economics and finance
31
(
2014
)
3
,
pp. 246-254
Persistent link: https://www.econbiz.de/10011338922
Saved in:
3
Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets
Morales, Marco
;
Moreno, Carola
;
Vio, Camilo
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 35-50
Persistent link: https://www.econbiz.de/10010485823
Saved in:
4
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
5
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
-
2020
Persistent link: https://www.econbiz.de/10012321924
Saved in:
6
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
7
An empirical validation of financial contagion by a multivariate VAR model
Boutabba, Islem
- In:
International journal of business and economics
18
(
2019
)
2
,
pp. 221-244
Persistent link: https://www.econbiz.de/10012138318
Saved in:
8
Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches
Bouker, Sawsen
;
Mansouri, Fayçal
- In:
Review of world economics
158
(
2022
)
2
,
pp. 615-711
Persistent link: https://www.econbiz.de/10014307166
Saved in:
9
High-frequency stock market connectedness in G-7 : evidence from time-frequency domains
Polat, Onur
- In:
International journal of economics and business …
24
(
2022
)
1/2
,
pp. 16-28
Persistent link: https://www.econbiz.de/10014308709
Saved in:
10
Shocks and global asset market connectedness
Pericoli, Marcello
;
Yılmaz, Kamil
- In:
Handbook of financial integration
,
(pp. 108-133)
.
2024
Persistent link: https://www.econbiz.de/10015076123
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