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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao; Shen, Chung-hua; Yau, Hwey-Yun; Chung, Chien-Ping - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 5-24
Persistent link: https://www.econbiz.de/10012420426
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The impact of the subprime financial crisis on stock index returns for high- and low-risk countries via CDS indices
Fang, Hao; Lee, Yen-Hsien - In: Investment management and financial innovations 8 (2011) 4, pp. 123-137
Persistent link: https://www.econbiz.de/10009545578
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Subprime crisis and financial contagion : evidence from Tunisia
Gharsellaoui, Mongi - In: International journal of economics and financial issues … 3 (2013) 1, pp. 153-162
Persistent link: https://www.econbiz.de/10009691649
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The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Kao, Yu-Sheng; Zhao, Kai; Ku, Yu-Cheng; Nieh, Chien-chung - In: Economic research 32 (2019) 1,3, pp. 2422-2454
Persistent link: https://www.econbiz.de/10012584695
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Contagion in international stock markets during the sub prime mortgage crisis
Lee, Hsien-Yi - In: Review of economic and business studies 4 (2011) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10009736566
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The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Flavin, Thomas J.; Sheenan, Lisa - 2015
Persistent link: https://www.econbiz.de/10011486472
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The role of liquidity in financial crises
Allen, Franklin; Carletti, Elena - In: Maintaining stability in a changing financial system : …, (pp. 379-412). 2009
Persistent link: https://www.econbiz.de/10003838324
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The role of liquidity in financial crises
Allen, Franklin (contributor); Carletti, Elena (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003790665
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Die Subprime-Krise 2007/08 : Ursachen, Auswirkungen und Lehren
Fendel, Ralf; Frenkel, Michael - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 2, pp. 78-85
Persistent link: https://www.econbiz.de/10003808299