Narrow search
Showing 1 - 10 of 31,348
Cover Image
Measuring and testing tail dependence and contagion risk between Major stock markets
Su, Ender - In: Computational economics 50 (2017) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10011762384
Cover Image
Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter (contributor) - 2006
Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden … ein Gleichgewichtsmodell mit heterogenen Investoren, denen Anleihen mit unterschiedlicher Liquidität zu Anlagezwecken zur …
Persistent link: https://www.econbiz.de/10013516654
Cover Image
Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389047
Cover Image
Risk assessment based on the analysis of the impact of contagion flow
Edirisinghe, Chanaka; Gupta, Aparna; Roth, Wendy - In: Journal of banking & finance 60 (2015), pp. 209-223
Persistent link: https://www.econbiz.de/10011544999
Cover Image
Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Cover Image
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun; Hou, Weijie; Song, Yuping - In: Economic modelling 119 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Cover Image
The term structure of bond market liquidity conditional on the economic environment : an analysis of government guaranteed bonds
Schuster, Philipp; Uhrig-Homburg, Marliese - 2012
We analyze the term structure of illiquidity premiums as the difference between the yield curves of two major bond segments that are both government guaranteed but differ in their liquidity. We show that its characteristics strongly depend on the economic situation. In crisis times, illiquidity...
Persistent link: https://www.econbiz.de/10009667173
Cover Image
Spillovers of macroeconomic uncertainty among major economies
Yin, Libo; Han, Liyan - In: Applied economics letters 21 (2014) 13/15, pp. 938-944
Persistent link: https://www.econbiz.de/10010418311
Cover Image
Probability equivalent level for CoVaR and VaR
Ortega-Jiménez, Patricia; Pellerey, Franco; Sordo, … - In: Insurance : mathematics and economics 115 (2024), pp. 22-35
Persistent link: https://www.econbiz.de/10015066724
Cover Image
Endogenous contagion : a panel data analysis
Baur, Dirk; Fry, Renee - 2006
Persistent link: https://www.econbiz.de/10003376411