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An empirical analysis of currency volatilities during the recent global financial crisis
Ozer-Imer, Itir; Ozkan, Ibrahim - In: Economic modelling 43 (2014), pp. 394-406
Persistent link: https://www.econbiz.de/10010503043
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Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert; Maderitsch, Robert - In: Journal of banking & finance 47 (2014), pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
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Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets
Morales, Marco; Moreno, Carola; Vio, Camilo - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 35-50
Persistent link: https://www.econbiz.de/10010485823
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Stock market integration between three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Journal of economic integration 27 (2012) 1, pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
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Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
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Financial contagion, spillovers, and causality in the Markov switching framework
Białkowski, Je̜drzej; Serwa, Dobromił - 2004
Persistent link: https://www.econbiz.de/10002176971
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Identifying the role of contagion in currency crises with Markov-switching models
Fratzscher, Marcel - In: Sovereign risk and financial crises ; with 40 tables, (pp. 155-176). 2004
Persistent link: https://www.econbiz.de/10002172750
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Extremal spillovers in financial markets
Straetmans, Stefan - 2000
Persistent link: https://www.econbiz.de/10001484282
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Globalization of financial markets : causes of incomplete integration and consequences for economic policy
Buch, Claudia M. - 2004
The internationalization of financial markets is one of the focal points in the discussion about recent globalization trends. These discussions suggest that capital can move freely between countries. However, there is ample evidence that national borders do matter and that there are many...
Persistent link: https://www.econbiz.de/10001780267
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The impact of news, oil prices, and international spillovers on Russian financial markets
Hayo, Bernd (contributor); Kutan, Ali M. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001736815