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Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - 2005

Persistent link: https://www.econbiz.de/10003376378

The internationalisation of financial crises : banking and currency crises 1883-2008

Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - In: The North American journal of economics and finance : a … 32 (2015), pp. 29-47

Persistent link: https://www.econbiz.de/10011514361

Transmission of financial crises and contagion : a latent factor approach

Dungey, Mardi H.; Fry, Renée A.; González Hermosillo, … - 2011

Persistent link: https://www.econbiz.de/10008842351

The Tsunami : measures of contagion in the 2007 - 2008 credit crunch : financial crisis (Focus)

Dungey, Mardi H. - In: CESifo forum : a bi-monthly journal on European … 9 (2008) 4, pp. 33-43

Persistent link: https://www.econbiz.de/10003792704

Identifying banking crises using money market pressure : new evidence for a large set of countries

Jing, Zhongbo; Haan, Jakob de; Jacobs, Jan; Yang, Haizhen - In: Journal of macroeconomics 43 (2015), pp. 1-20

Persistent link: https://www.econbiz.de/10011506940

Alternative measures for the global financial cycle : do they make a difference?

Tian, Xin; Jacobs, Jan; Haan, Jakob de - 2022

We construct several measures for the global financial cycle using dynamic factor models and data for 25 advanced and emerging countries over 1980-2019. Our results suggest that global cycles in asset prices and capital flows are highly similar and synchronized, especially during crisis...

Persistent link: https://www.econbiz.de/10013186798