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1
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
Saved in:
2
Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao
;
Shen, Chung-hua
;
Yau, Hwey-Yun
;
Chung, Chien-Ping
- In:
Romanian journal of economic forecasting
22
(
2019
)
3
,
pp. 5-24
Persistent link: https://www.econbiz.de/10012420426
Saved in:
3
The impact of the subprime financial crisis on stock index returns for high- and low-risk countries via CDS indices
Fang, Hao
;
Lee, Yen-Hsien
- In:
Investment management and financial innovations
8
(
2011
)
4
,
pp. 123-137
Persistent link: https://www.econbiz.de/10009545578
Saved in:
4
Subprime crisis and financial contagion : evidence from Tunisia
Gharsellaoui, Mongi
- In:
International journal of economics and financial issues …
3
(
2013
)
1
,
pp. 153-162
Persistent link: https://www.econbiz.de/10009691649
Saved in:
5
The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Kao, Yu-Sheng
;
Zhao, Kai
;
Ku, Yu-Cheng
;
Nieh, Chien-chung
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2422-2454
Persistent link: https://www.econbiz.de/10012584695
Saved in:
6
Contagion in international stock markets during the sub prime mortgage crisis
Lee, Hsien-Yi
- In:
Review of economic and business studies
4
(
2011
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009736566
Saved in:
7
The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Flavin, Thomas J.
;
Sheenan, Lisa
-
2015
Persistent link: https://www.econbiz.de/10011486472
Saved in:
8
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
9
The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Flavin, Thomas J.
;
Sheenan, Lisa
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 167-186
Persistent link: https://www.econbiz.de/10011539865
Saved in:
10
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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