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1
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
Saved in:
2
Dynamics of
contagion
and spillover effects : further evidence from major equity markets
Shahani, Rakesh
;
Umar, Fahad
- In:
Praj̄nȧn : journal of social and management sciences
49
(
2020
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10012665862
Saved in:
3
Contagion
in international financial markets : a recursive cointegration approach
Yunus, Nafeesa
- In:
Journal of multinational financial management
23
(
2013
)
4
,
pp. 327-337
Persistent link: https://www.econbiz.de/10010228447
Saved in:
4
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
5
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
Saved in:
6
Financial
contagion
during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets
Gentile, Monica
;
Giordano, Luca
- In:
Journal of financial management, markets and institutions
1
(
2013
)
2
,
pp. 197-224
Persistent link: https://www.econbiz.de/10011949603
Saved in:
7
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu
;
Lv, Zhiyu
;
Naeem, Muhammad Abubakr
;
Rauf, Abdul
- In:
Finance research letters
63
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Saved in:
8
Mapping of stock exchanges :
contagion
from a new perspective
García Estévez, Pablo
;
Roji Ferrari, Salvador
;
Corzo …
- In:
Spanish journal of finance & accounting : the official …
49
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012176488
Saved in:
9
Estimating
contagion
mechanism in global equity market with time-zone effect
Wu, Boyao
;
Huang, Difang
;
Chen, Muzi
- In:
Financial management : FM
52
(
2023
)
3
,
pp. 543-572
Persistent link: https://www.econbiz.de/10014375506
Saved in:
10
Contagion
between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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