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Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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  1. Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794.

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  2. Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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  3. Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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  4. Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock. (2022). Ovcharov, Anton O ; Yu, Marina.
    In: Finansovyj žhurnal — Financial Journal.
    RePEc:fru:finjrn:220401:p:8-28.

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  5. Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Di, Qian ; Xu, Fangming ; Li, Lifang ; Tang, Shenfeng ; Jiang, Hai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058.

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  6. Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman.
    In: European Economy - Discussion Papers 2015 -.
    RePEc:euf:dispap:137.

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  7. Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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  8. Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2020). Guidolin, Massimo ; de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio.
    In: Working Papers.
    RePEc:igi:igierp:667.

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  9. Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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  10. Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:123.

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  11. Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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  12. Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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  13. Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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