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Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America

Talbi, Mariem; Ben Halima, Amel - In: International journal of economics and financial issues … 9 (2019) 3, pp. 163-174

Persistent link: https://www.econbiz.de/10012149555

The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis : the experiences of the Federal Reserve and the European Central Bank

Carpenter, Seth B.; Demiralp, Selva; Eisenschmidt, Jens - In: Journal of economic dynamics & control 43 (2014), pp. 107-129

Persistent link: https://www.econbiz.de/10010470141

The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...

Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683

Persistent link: https://www.econbiz.de/10011413991

Global contagion of market sentiment during the US subprime crisis

Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10010400994

Financial spillovers from the US financial markets to the emerging markets during the subprime crisis : the example of Indian equity markets

Dufrénot, Gilles; Keddad, Benjamin; Sand-Zantman, Alain - 2010

Persistent link: https://www.econbiz.de/10008748815

The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010

Kao, Yu-Sheng; Zhao, Kai; Ku, Yu-Cheng; Nieh, Chien-chung - In: Economic research 32 (2019) 1,3, pp. 2422-2454

Persistent link: https://www.econbiz.de/10012584695

Intra-daily volatility spillovers between the US and German stock markets

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012

Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and German stock markets. The proposed model explicitly...

Persistent link: https://www.econbiz.de/10009539877

Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis

Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201

Persistent link: https://www.econbiz.de/10012036617

Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach

Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396

Persistent link: https://www.econbiz.de/10012135956

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

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