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The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

No contagion, only interdependence measuring stock market comovements

Forbes, Kristin; Rigobón, Roberto - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2223-2262

Persistent link: https://www.econbiz.de/10001709429

No contagion, only interdependence : measuring stock market co-movements

Forbes, Kristin; Rigobón, Roberto - 1999

Persistent link: https://www.econbiz.de/10001403893

Currency, credit and the unemployment crisis

Slater, Gilbert - 1932

Persistent link: https://www.econbiz.de/10002816409

Stock market linkages before and after the Asian financial crisis : evidence from three greater China economic area stock markets and the US

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Persistent link: https://www.econbiz.de/10003356569

Price discovery on traded inflation expectations : does the financial crisis matter?

Schulz, Alexander; Stapf, Jelena - 2009

We analyze contributions of different markets to price discovery on traded inflation expectations and how it changed during the financial crisis. The quicker information is processed on one market and the less one market is disrupted by the financial crisis the more valuable is its information...