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Asset price volatility and financial contagion : analysis using the MS-VAR framework

Le, Chau; David, Dickinson - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 133-162

Persistent link: https://www.econbiz.de/10010514793

Contagion and banking crisis : international evidence for 2007-2009

Dungey, Mardi H.; Gajurel, Dinesh - In: Journal of banking & finance 60 (2015), pp. 271-283

Persistent link: https://www.econbiz.de/10011545024

Contagion and banking Crisis : international evidence for 2007 - 2009

Dungey, Mardi H.; Gajurel, Dinesh - 2014

Persistent link: https://www.econbiz.de/10010409913

Financial contagion risk and the stochastic discount factor

Piccotti, Louis R. - In: Journal of banking & finance 77 (2017), pp. 230-248

Persistent link: https://www.econbiz.de/10011814444

Financial Markets, Institutions and Liquidity

Allen, Franklin; Carletti, Elena - Reserve Bank of Australia

Persistent link: https://www.econbiz.de/10010732671

The pricing of bad contagion in cryptocurrencies : a four-factor pricing model

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013335981

Financial crises and dynamic linkages among international currencies

Dimitriou, Dimitrios; Kenourgios, Dimitris - In: Journal of international financial markets, … 26 (2013), pp. 319-332

Persistent link: https://www.econbiz.de/10010234848

Analysis of the volatility's dependency structure during the subprime crisis

Arruda, Bruno P.; Pereira, Pedro L. Valls - In: Applied economics 45 (2013) 34/36, pp. 5031-5045

Persistent link: https://www.econbiz.de/10010225760

A comparison of the long term interdependence of Southeast Asian equity markets

Islam, Raisul - In: Journal of East Asian economic integration 18 (2014) 2, pp. 187-212

Persistent link: https://www.econbiz.de/10010381410

Relationship lending in the interbank market and the price of liquidity

Bräuning, Falk; Fecht, Falko - 2016 - This version: July 14, 2016

We empirically investigate the effect that relationship lending has on the availability and pricing of interbank liquidity. Our analysis is based on a daily panel of unsecured overnight loans between 1,079 distinct German bank pairs from March 2006 to November 2007, a period that includes the...

Persistent link: https://www.econbiz.de/10011523828

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