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1
Potential
contagion
effects on OECD countries : a FAVAR model under bayesian framework
Kaabia, Olfa
- In:
International economic journal
29
(
2015
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10010532624
Saved in:
2
Contagion
between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
3
A new Bayesian model for
contagion
and
interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Statistical modelling of downside risk spillovers
Ahelegbey, Daniel Felix
-
2020
Persistent link: https://www.econbiz.de/10012321946
Saved in:
5
On the subprime crisis and the Latin American financial markets : a regime switching skew-normal approach
Ferreira, Diego
;
Palma, Andreza Aparecida
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3300-3314
Persistent link: https://www.econbiz.de/10013329865
Saved in:
6
A regime switching skew-normal model of
contagion
Chan, Joshua
;
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012054868
Saved in:
7
Interdependence
or
contagion
: a model switching approach with a focus on Latin America
Davidson, Sharada Nia
- In:
Economic modelling
85
(
2020
),
pp. 166-197
Persistent link: https://www.econbiz.de/10012210622
Saved in:
8
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
9
The impact of the eurozone crisis on European banks stocks
contagion
or
interdependence
?
Allegret, Jean-Pierre
;
Raymond, Hélène
;
Rharrabti, Houda
- In:
European research studies
19
(
2016
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10012007068
Saved in:
10
The impact of the European sovereign debt crisis on banks stocks : some evidence of shift
contagion
in Europe
Allegret, Jean-Pierre
;
Raymond, Hélène
;
Rharrabti, Houda
- In:
Journal of banking & finance
74
(
2017
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011793619
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