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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

Asset price volatility and financial contagion : analysis using the MS-VAR framework

Le, Chau; David, Dickinson - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 133-162

Persistent link: https://www.econbiz.de/10010514793

Introduction to the pecial section on "financial instability and contagion"

Vercelli, Alessandro - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 542-543

Persistent link: https://www.econbiz.de/10009698010

Contagion via financial linkages

Komulainen, Tuomas - In: Essays on financial crises in emerging markets, (pp. 93-139). 2004

Persistent link: https://www.econbiz.de/10002246236

Measuring financial interdependence in asset markets with an application to eurozone equities

Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - In: Journal of banking & finance 122 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012659252

Financial integration, specialization, and systemic risk

Fecht, Falko; Grüner, Hans Peter; Hartmann, Philipp - In: Journal of international economics 88 (2012) 1, pp. 150-161

Persistent link: https://www.econbiz.de/10010220086

Bubbles and Contagion in Financial Markets, Volume 1 : An Integrative View

Porras, Eva R. - 2016

Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading...