Similar Search Results

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

Hedging of credit derivatives, systematic fluctuation and banking stability in China

Chen, Qi-An; Du, Fangzhou - In: The Singapore economic review : journal of the Economic … 62 (2017) 4, pp. 809-836

Persistent link: https://www.econbiz.de/10011788459

Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns

Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642

Persistent link: https://www.econbiz.de/10011333821

The implied bail-in probability in the contingent convertible securities market

Kazato, Masayuki; Yamada, Tetsuya - In: Monetary and economic studies 36 (2018), pp. 57-80

Persistent link: https://www.econbiz.de/10012003125

Does the Chinese stock market react to global news?

Byström, Hans N. E. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 448-455

Persistent link: https://www.econbiz.de/10009503032

Testing the long-memory features in return and volatility of NSE index

Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440

Persistent link: https://www.econbiz.de/10011396558

Long memory analysis : an empirical investigation

Nazarian, Rafik; Naderi, Esmaeil; Gandali Alikhani, Nadiya - In: International journal of economics and financial issues … 4 (2014) 1, pp. 16-26

Persistent link: https://www.econbiz.de/10010519739

Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Economia internazionale 68 (2015) 2, pp. 213-228

Persistent link: https://www.econbiz.de/10011304760

Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India

Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228

Persistent link: https://www.econbiz.de/10011346849

An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries

Valadkhani, Abbas; Chen, George - In: International review of applied economics 28 (2014) 3, pp. 322-334

Persistent link: https://www.econbiz.de/10010355442

1
2
3
4
5
6
7
8
9
10
Next
Last