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Finanzmarkt
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Krishnamurthy, Arvind
36
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35
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32
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31
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29
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Terrones, Marco E.
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Backus, David
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Guidolin, Massimo
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NBER working paper series
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Finance research letters
106
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Journal of banking & finance
79
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International review of financial analysis
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49
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48
International review of economics & finance : IREF
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CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The North American journal of economics and finance : a journal of financial economics studies
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The European journal of finance
37
Pacific-Basin finance journal
36
Applied economics letters
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International journal of economics and finance
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Journal of economic dynamics & control
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Journal of monetary economics
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Journal of financial stability
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Global financial crisis : navigating and understanding the legal and regulatory aspects
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ECB Working Paper
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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RePEc
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1
Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries
Al-Hajieh, Heitham
- In:
Cogent economics & finance
11
(
2023
)
1
,
pp. 1-38
Kong and Singapore have a clear direction of a return to other stock markets, whereas
China
has a clear net recipient. The …
Persistent link: https://www.econbiz.de/10014500629
Saved in:
2
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
3
Disequilibria and contagion in financial markets : evidence from a new test
De Angelis, Luca
;
Gardini, Attilio
- In:
Journal of applied economics
18
(
2015
)
2
,
pp. 247-265
Persistent link: https://www.econbiz.de/10011554982
Saved in:
4
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
5
Stock markets and the COVID-19 fractal contagion effects
Okorie, David Iheke
;
Lin, Boqiang
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490623
Saved in:
6
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
7
Exploring three-style return comovements and contagion using a correlation decomposition GARCH model
Su, Ender
;
Mak, Ving-Vunk
;
So, Po-Yuk
- In:
Computational economics
63
(
2024
)
6
,
pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737
Saved in:
8
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
Saved in:
9
Essays on financial economics
Pinheiro, Marcelo de Albuquerque
-
2003
Persistent link: https://www.econbiz.de/10003628557
Saved in:
10
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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