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Joint tests of contagion with...
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Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
2
Global and regional financial integration in East Asia and the ASEAN
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 202-221
Persistent link: https://www.econbiz.de/10012036618
Saved in:
3
Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2018
Persistent link: https://www.econbiz.de/10012201943
Saved in:
4
Joint tests of contagion with applications
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10012194667
Saved in:
5
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
Persistent link: https://www.econbiz.de/10011746865
Saved in:
6
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
-
2013
Persistent link: https://www.econbiz.de/10009788794
Saved in:
7
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
- In:
Journal of banking & finance
47
(
2014
),
pp. 296-308
Persistent link: https://www.econbiz.de/10010506952
Saved in:
8
A regime switching Skew-normal model for measuring financial crisis and contagion
Chan, Joshua C. C.
;
Hsiao, Cody Yu-Ling
;
Fry-McKibbin, …
-
2013
Persistent link: https://www.econbiz.de/10009744179
Saved in:
9
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
10
Contagion and global financial crises : lessons from nine crisis episodes
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Tang, Chrismin
- In:
Open economies review
25
(
2014
)
3
,
pp. 521-570
Persistent link: https://www.econbiz.de/10010405552
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