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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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A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.; Chen, Yi-Chi; Wang, Li-Min - In: Economic modelling 45 (2015), pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
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International Stock market integration: Central and South Eastern Europe compared
Horváth, Roman; Petrovski, Dragan - 2012
, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in 2006 …
Persistent link: https://www.econbiz.de/10010318424
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An empirical analysis of the volatility spillover effect between primary stock markets abroad and China
Ke, Jian; Wang, Liming; Murray, Louis - In: Journal of Chinese economic and business studies 8 (2010) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10008665749
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Diversification through catastrophe bonds : lessons from the subprime financial crisis
Carayannopoulosa, Peter; Pereza, M. Fabricio - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011280107
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Financial crises and the global value premium : revisiting Fama and French
Yamani, Ehab A.; Swanson, Peggy Eubanks - In: Journal of international financial markets, … 33 (2014), pp. 115-136
Persistent link: https://www.econbiz.de/10011299862
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Banking systemic vulnerabilities : a tail-risk dynamic CIMDO approach
Jin, Xisong; Nadal-De Simone, Francisco - In: Journal of financial stability 14 (2014), pp. 81-101
Persistent link: https://www.econbiz.de/10011302103
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Regional volatility: common or country-specific? : exploration of international stock market
Mobarek, Asma; Li, Michelle - In: Studies in economics and finance 31 (2014) 4, pp. 406-425
Persistent link: https://www.econbiz.de/10011339593
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The relationship between financial liberalization and stock market volatility : the mediating role of financial crises
Rejeba, Aymen Ben; Boughrara, Adel - In: Journal of economic policy reform 17 (2014) 1, pp. 46-70
Persistent link: https://www.econbiz.de/10010358410
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Iceland : how could this happen?
Thorvaldur Gylfason - 2014
This paper reviews economic developments in Iceland following its financial collapse in 2008, focusing on causes and consequences of the crash. The review is presented in the context of the Nordic region, with broad comparisons also with developments elsewhere on the periphery of Europe, in...
Persistent link: https://www.econbiz.de/10010235815