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Impact of the ban on uncovered sCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and d...

Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 77-99

The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets. We analyse two European markets: the safe and developed Swedish market, and the risky and developing Hungarian one....

Persistent link: https://www.econbiz.de/10011869394

Impact of crises on capital market volatility : a bibliometric analysis

Davidescu, Adriana Ana Maria; Hapau, Răzvan Gabriel; … - In: The New digital era : other emerging risks and opportunities, (pp. 21-53). 2022

Persistent link: https://www.econbiz.de/10013445208

The impact of the COVID-19 pandemic on the volatility of cryptocurrencies

Karagiannopoulou, Sofia; Ragazou, Konstantina; Passas, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17

great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …

Persistent link: https://www.econbiz.de/10014284682

Pattern, source, destination of volatilities in financial market and policy lessons

Rath, Prabhas Kumar - In: Review of Pacific Basin financial markets and policies … 26 (2023) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10014490409

An empirical analysis of herding behaviour : evidence from developed and frontier financial markets

Hakmaoui, Abdelati; El Jebari, Ouael - In: International journal of computational economics and … 13 (2023) 4, pp. 374-403

Persistent link: https://www.econbiz.de/10014439720

Disentangling crashes from tail events

Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219

Persistent link: https://www.econbiz.de/10011348417

Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"

Lustig, Hanno - In: Journal of monetary economics 69 (2015), pp. 39-41

Persistent link: https://www.econbiz.de/10011326721

Low-Frequency volatility of real estate securities in relation to macroeconomic risk

Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-Long - 2015

Persistent link: https://www.econbiz.de/10011295730

What is certain about uncertainty?

Cascaldi-Garcia, Danilo; Sarisoy, Cisil; Londono, Juan M.; … - 2020

Persistent link: https://www.econbiz.de/10012438369

Backtesting Basel III : evaluating the market risk of past crises through the current regulation

Zeuli, Marcelo; Silva, André Luiz Carvalhal da - In: Applied economics 50 (2018) 59, pp. 6382-6396

Persistent link: https://www.econbiz.de/10012063432