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Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao; Shen, Chung-hua; Yau, Hwey-Yun; Chung, Chien-Ping - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 5-24
Persistent link: https://www.econbiz.de/10012420426
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Measuring spillovers between the US and emerging markets
Fong, Tom; Li, Ka Fai; Sze, Kin Wan - 2016
Persistent link: https://www.econbiz.de/10012200850
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Another look at contagion across United States and European financial markets : evidence from the credit default swaps markets
Tsionas, Efthymios G.; Apergēs, Nikolaos - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1137-1155
Persistent link: https://www.econbiz.de/10014253359
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Central clearing for credit default swaps : a legal analysis of the new central clearing regulations in Europe and the US
Cerulus, Stan - In: Journal of financial regulation and compliance : an … 20 (2012) 2, pp. 212-244
Persistent link: https://www.econbiz.de/10009616477
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Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
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Systemic risk in the US : interconnectedness as a circuit breaker
Dungey, Mardi H.; Luciani, Matteo; Veredas, David - In: Economic modelling 71 (2018), pp. 305-315
Persistent link: https://www.econbiz.de/10012062528
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The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Kim, Suk-Joong; Salem, Leith; Wu, Eliza - In: Journal of financial stability 18 (2015), pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
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Essays in credit risk, banking, and financial regulation
Cizel, Janko - 2016
Persistent link: https://www.econbiz.de/10011534192
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Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict
Beraich, Mohamed; Amzile, Karim; Laamire, Jaouad; … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-18
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia-Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility...
Persistent link: https://www.econbiz.de/10013459985
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Systemic Risk, Crises, and Macroprudential Regulation.
Freixas, Xavier - 2015
Intro -- Contents -- Foreword -- Glossary -- 1 Introduction -- 2 A Primer on Systemic Risk -- 3 Systemic Risk: A Theoretical Framework -- 4 The Buildup of Financial Imbalances -- 5 Contagion -- 6 Systemic Risk and the Real Costs of FinancialCrises -- 7 Measuring Systemic Risk -- 8 Systemic Risk...
Persistent link: https://www.econbiz.de/10012687370