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Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8438.

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  13. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. (2020). Sharif, Arshian ; Yarovaya, Larisa ; Aloui, Chaker.
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  19. Research on the Mechanism of the Spatial Contagion of Global Financial Crises: From the Perspective of Pure Contagion. (2018). Wu, Zhanyun.
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  21. Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu.
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  22. Cross-stock market spillovers through variance risk premiums and equity flows. (2018). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi.
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  24. Global Banking, Trade, and the International Transmission of the Great Recession. (2018). Enders, Zeno ; Born, Alexandra.
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    In: Research in International Business and Finance.
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  37. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi.
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    RePEc:diw:diwwpp:dp1550.

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    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:6:p:933-958.

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    RePEc:taf:applec:v:47:y:2015:i:27:p:2878-2898.

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  45. Debt and Financial Market Contagion. (2015). Morley, James ; Hsiao, Cody Yu-Ling.
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  47. Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de l. (2015). Gabriel, Vitor .
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  49. On the International Spillovers of US Quantitative Easing. (2015). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
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  50. Capital inflows and the interest premium problem: The effects of monetary sterilisation in selected Asian economies. (2015). Rajan, Ramkishen ; Cavoli, Tony.
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  52. ECB policy and Eurozone fragility: Was De Grauwe right?. (2015). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena .
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  53. Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data. (2015). Kao, Erin H. ; Ho, Tsung-Wu ; Fung, Hung-Gay.
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  54. Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Nguyen, Ngoc ; Cho, Sungjun .
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  55. The internationalisation of financial crises: Banking and currency crises 1883–2008. (2015). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi ; Jacobs, Jan P. A. M., ; Lestano,, .
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  56. Contagion of the Global Financial Crisis and the real economy: A regional analysis. (2015). Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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  57. Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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  58. IMPACT OF THE SHOCKS FROM NYSE ON THE ROMANIAN CAPITAL MARKETS. (2015). Stefanescu, Razvan ; DUMITRIU, Ramona.
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  59. Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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  61. Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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  62. Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors. (2014). Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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  64. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
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  65. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  66. Interdependency and Spillover during the Financial Crisis of 2007 to 2009 – Evidence from High Frequency Intraday Data. (2014). Ben Slimane, Faten ; Mehanaoui, Mohamed ; Kazi, Irfan A..
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  67. What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market. (2014). Wu, Eliza ; Remolona, Eli ; Kalotychou, Elena .
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  68. ECB Policy and Eurozone Fragility: Was De Grauwe Right?. (2014). Fuertes, Ana-Maria ; Kalotychou, Elena ; Saka, Orkun .
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  76. “Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets. (2014). Xu, Kuan ; Meng, Qingbin ; Wu, Lei.
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  79. LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE. (2014). Petria, Nicolae ; Dezsi, Eva ; Eva, Dezsi ; Ioan, Trenca ; Nicolae, Petria.
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  81. Measuring the degree of integration within a group of stock markets. (2014). Bogdanova, Boryana .
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  82. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  83. Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls. (2013). Straub, Roland ; Kostka, Thomas ; Fratzscher, Marcel ; Forbes, Kristin.
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  85. FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11. (2013). Lamers, Martien ; Frömmel, Michael ; Bos, J. ; Bos J. W. B., ; Lamers M. A. J., ; Frommel M., .
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  18. Tracking Variation in Systemic Risk at US Banks During 1974-2013. (2012). Laeven, Luc ; Kane, Edward ; Hovakimian, Armen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18043.

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  19. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8969.

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  20. The Role of Equity Funds in the Financial Crisis Propagation. (2012). Hau, Harald ; Lai, Sandy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8819.

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  21. Sizing Up Repo. (2012). Nagel, Stefan ; Krishnamurthy, Arvind ; Orlov, Dmitry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8795.

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  22. Evaporating Liquidity. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8775.

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  23. Aggregate Investment Externalities and Macroprudential Regulation. (2012). Rochet, Jean ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8764.

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  24. Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:394.

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  25. Debt deleveraging and business cycles: An agent-based perspective. (2011). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201131.

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  26. Get rid of banks and build up a modern financial world. (2011). Lenz, Rainer .
    In: MPRA Paper.
    RePEc:pra:mprapa:33501.

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  27. Duffie, Darrell: How Big Banks Fail and What to Do about It. (2011). Baglioni, Angelo.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:103:y:2011:i:1:p:101-103.

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  28. Velocity of Pledged Collateral; Analysis and Implications. (2011). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/256.

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  29. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809.

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  30. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000168.

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  31. Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies. (2010). Malliaris, Anastasios ; Hayford, Marc .
    In: Forum for Social Economics.
    RePEc:spr:fosoec:v:39:y:2010:i:3:p:279-286.

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  32. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

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  33. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; Bharath, Sreedhar T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16394.

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  34. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16377.

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  35. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16223.

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  36. Yesterdays Heroes: Compensation and Creative Risk-Taking. (2010). Scheinkman, Jose ; Hong, Harrison ; Cheng, Ing-Haw ; Ing-Haw Cheng, Harrison Hong, Jose A. Scheinkman, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16176.

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  37. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15653.

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  38. Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy. (2010). Corcoran, Aidan.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp318.

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  39. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp10-12.

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  40. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

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  41. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

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  42. Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?. (2010). Palumbo, Michael ; Kohn, Donald L. ; Eichner, Matthew J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-20.

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  43. The Credit Crisis around the Globe: Why Did Some Banks Perform Better?. (2010). Stulz, René ; Beltratti, Andrea.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2010-5.

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  44. Solving the Present Crisis and Managing the Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1751.

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  45. The Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1715r.

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  46. Rescuing Banks from the Effects of the Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2009-04.

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  47. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:4:a:10.

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  48. The Crisis: Policy Lessons and Policy Challenges. (2009). Pisani-Ferry, Jean ; Benassy-Quere, Agnès ; Jacquet, Pierre ; Coeure, Benoit.
    In: Working Papers.
    RePEc:cii:cepidt:2009-28.

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  49. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:77-100.

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  50. Financial Regulation in a System Context. (2008). Shin, Hyun Song ; Morris, Stephen.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-02:p:229-274.

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