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1
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:
2
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:
3
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:
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
Asymmetric dynamic conditional correlation approach to financial
contagion
: a study of Asian markets
Rajwani, Shegorika
;
Kumar, Dilip
- In:
Global business review
17
(
2016
)
6
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10011665161
Saved in:
6
Bubble
contagion
: evidence from Japan's asset price bubble of the 1980-90s
Hu, Yang
;
Oxley, Les
-
2017
Persistent link: https://www.econbiz.de/10011772141
Saved in:
7
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
Saved in:
8
Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets
Morales, Marco
;
Moreno, Carola
;
Vio, Camilo
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 35-50
Persistent link: https://www.econbiz.de/10010485823
Saved in:
9
Volatility : as a driving factor of stock market co-movement
Özbekler, Ali Gencay
-
2017
Persistent link: https://www.econbiz.de/10011657925
Saved in:
10
Modeling financial
contagion
using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
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