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Interconnectedness and contagion effects in international financial instruments markets

Kravchuk, Igor - In: Montenegrin journal of economics 13 (2017) 3, pp. 161-174

Persistent link: https://www.econbiz.de/10012009180

The varying spillover of U.S. systemic risk : a functional-coefficient cointegration approach

Li, Li; Tu, Yundong - In: Economics letters 212 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013442021

The role of systemic risk spillovers in the transmission of Euro Area monetary policy

Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106

Persistent link: https://www.econbiz.de/10014443848

Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825

CDS and equity markets' volatility linkages : lessons from the EMU crisis

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281

Persistent link: https://www.econbiz.de/10014291804

Why do some banks contribute more to global systemic risk?

Bostandzic, Denefa; Weiß, Gregor - In: Journal of financial intermediation 35PA (2018), pp. 17-40

Persistent link: https://www.econbiz.de/10012114309

Quantitative easing and volatility spillovers across countries and asset classes

Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354

Persistent link: https://www.econbiz.de/10011647326

Volatility spillover effects in the Moroccan interbank sector before and during the COVID-19 crisis

Beraich, Mohamed; El Main, Salah Eddin - In: Risks : open access journal 10 (2022) 6, pp. 1-20

The objective of this paper is to analyze the volatility spillover effects in the Moroccan interbank sector before and during the COVID-19 pandemic crisis using the DY model. Specifically, this study assesses the impact of the recent COVID-19 outbreak on the transmission of volatility among...

Persistent link: https://www.econbiz.de/10013363027

Contagion effect of natural disaster and financial crisis events on international stock markets

Lee, Kuo-Jung; Lu, Su-Lien; Shih, You - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-25

In the contemporary world bustling with global trade, a natural disaster or financial crisis in one country (or region …

Persistent link: https://www.econbiz.de/10011855248

Supervisory challenges in the presence of systemic risk : the IAIS response to the current financial crisis

Hofmann, Daniel M.; Maroney, John - In: Journal of risk management in financial institutions 6 (2012/13) 2, pp. 137-150

Persistent link: https://www.econbiz.de/10009737800

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