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Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
In: Open Economies Review.
RePEc:kap:openec:v:25:y:2014:i:3:p:521-570.

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  22. Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K.
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  24. Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case. (2020). Jareño, Francisco ; Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana.
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  37. Extremal dependence tests for contagion. (2015). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
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    Paper not yet in RePEc: Add citation now

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  37. Density Estimation and Combination under Model Ambiguity. (2004). D'Amico, Stefania.
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  38. International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. (2004). cotter, john.
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  39. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
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  41. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno.
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  42. Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias. (2004). Carvalho, Carlos ; Amonlirdviman, Kevin .
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  43. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
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  45. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
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  46. How do Regimes Affect Asset Allocation?. (2003). Bekaert, Geert ; Ang, Andrew.
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  47. Explaining movements in UK stock prices:. (2003). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
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  48. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, Mohammad.
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  49. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, Mohammad.
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  50. International diversification strategies. (2002). Del Negro, Marco ; Brooks, Robin.
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