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The spillover effects of U.S....
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Estimation
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1
Extreme downside
risk
spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
2
Analysis of stock markets
risk
spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
3
Does systematic tail
risk
matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
4
Spillover effects among financial institutions within Germany and the United Kingdom
Ghulam, Yaseen
;
Doering, Jana
- In:
Research in international business and finance
44
(
2018
),
pp. 49-63
Persistent link: https://www.econbiz.de/10011982980
Saved in:
5
International
risk
transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
6
On equity
risk
prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
7
Risk
contagion in the north-western and southern European stock markets
Araújo, André da Silva de
;
Garcia, Maria Terese Medeiros
- In:
Journal of economics & business
69
(
2013
),
pp. 1-34
Persistent link: https://www.econbiz.de/10010236667
Saved in:
8
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-
Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
9
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-
risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
-
revised 26 April 2022
Persistent link: https://www.econbiz.de/10013259552
Saved in:
10
Stock market spillovers of global risks and hedging opportunities
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
European journal of political economy
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014547146
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