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Market volatility transmission and central banking : what happened during the subprime crisis?
Bensafta, Kamel Malik; Semedo, Gervasio - In: International economic journal 28 (2014) 4, pp. 559-588
Persistent link: https://www.econbiz.de/10010504200
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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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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The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan; Lai, Hung-Cheng - In: Applied financial economics 24 (2014) 22/24, pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
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Financial spillovers from the US financial markets to the emerging markets during the subprime crisis : the example of Indian equity markets
Dufrénot, Gilles; Keddad, Benjamin; Sand-Zantman, Alain - 2010
Persistent link: https://www.econbiz.de/10008748815
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Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America
Talbi, Mariem; Ben Halima, Amel - In: International journal of economics and financial issues … 9 (2019) 3, pp. 163-174
Persistent link: https://www.econbiz.de/10012149555
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Dynamic and asymmetric contagion reactions of financial markets during the last subprime crisis
Zhou, Wei - In: Computational economics 50 (2017) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10011762379
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Testing for financial spillovers in calm and turbulent periods
Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27
It has been established in the literature that volatility of stock returns exhibits complex properties of not only … volatility clustering, but also long memory, regime change, and substantial outliers during turbulent and calm periods. Hence …, this paper seeks to analyze volatility spillover, co-movements, independence and contagion in the Chinese, Japanese …
Persistent link: https://www.econbiz.de/10013348418
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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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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