Narrow search
Showing 1 - 10 of 158,793
Cover Image
Detecting exchange rate contagion using copula functions
Cubillos-Rocha, Juan Sebastian; Gomez-Gonzalez, Eduardo; … - 2018
Persistent link: https://www.econbiz.de/10011944495
Cover Image
Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
Gómez González, José Eduardo; Rojas-Espinosa, Wilmer - In: Economic systems 43 (2019) 3/4, pp. 1-12
Persistent link: https://www.econbiz.de/10012314692
Cover Image
Exchange rate contagion in Latin America
Loiza-Maya, Ruben; Gómez González, José Eduardo; … - In: Research in international business and finance 34 (2015), pp. 355-367
Persistent link: https://www.econbiz.de/10011326205
Cover Image
Exchange rate flexibility across financial crises
Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - 2010
Persistent link: https://www.econbiz.de/10003996333
Cover Image
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
Cover Image
Does the US contagion risk affect foreign direct investment inflows in emerging economies?
Woraphon Yamaka; Paravee Maneejuk - 2022
Persistent link: https://www.econbiz.de/10014320179
Cover Image
Contagion of the subprime financial crisis on frontier stock markets : a copula analysis
Mohti, Wahbeeah; Dionísio, Andreia Teixeira Marques; … - In: Economies : open access journal 7 (2019) 1/15, pp. 1-14
This study assesses contagion from the USA subprime financial crisis on a large set of frontier stock markets. Copula models were used to investigate the structure of dependence between frontier markets and the USA, before and after the occurrence of the crisis. Statistically significant...
Persistent link: https://www.econbiz.de/10012020525
Cover Image
Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
Lee, Yong Woong; Hong, KiHoon; Yang, Kisung - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1513-1537
Persistent link: https://www.econbiz.de/10012123613
Cover Image
The contagion channels of July-August-2011 stock market crash : a DAG-copula based approach
Jayech, Selma - In: European journal of operational research : EJOR 249 (2016) 2, pp. 631-646
Persistent link: https://www.econbiz.de/10011436789
Cover Image
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas
Yue Peng; Wing Lon Ng - In: Annals of finance 8 (2012) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10009510581