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No contagion, only globalization and flight to quality. (2012). Szafarz, Ariane ; Chapelle, Ariane ; Brière, Marie ; Briere, Marie.
In: Working Papers CEB.
RePEc:sol:wpaper:2013/113071.

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  1. No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun.
    In: Journal of International Money and Finance.
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  2. Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300421x.

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  3. No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619.

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  4. A new analytical approach for identifying market contagion. (2022). Kim, Taeyoon ; Lee, Heesoo.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00339-4.

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  5. The Shrinkage After the Enlargement? The Effect of Financial Crises and Enlargement on Stock Market Integration in the Euro Area. (2022). Sokolenko, Oleksandra ; Giofr, Maela.
    In: International Journal of Economics and Finance.
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  6. Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus.
    In: The Quarterly Review of Economics and Finance.
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  7. The financial repercussions of military escalation. (2022). Morone, Andrea ; Caferra, Rocco ; Santorsola, Marco.
    In: Physica A: Statistical Mechanics and its Applications.
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  8. Foreign investment in times of COVID-19: How strong is the flight to advanced economies?. (2022). Giofre', Maela.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000068.

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  9. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao.
    In: Resources Policy.
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  10. Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar.
    In: Resources Policy.
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  11. Asymmetric, time and frequency-based spillover transmission in financial and commodity markets. (2022). Dar, Arif Billah ; Shah, Adil Ahmad.
    In: The Journal of Economic Asymmetries.
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  12. Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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  13. The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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  14. When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times. (2021). Szafarz, Ariane ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/319463.

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  15. Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). TERESIENE, DEIMANTE ; Kanapickiene, Rasa ; Jurksas, Linas.
    In: Economies.
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  16. How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan.
    In: Technological Forecasting and Social Change.
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  17. Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323.

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  18. The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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  19. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: International Review of Financial Analysis.
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  20. When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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  21. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: Working Papers.
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  22. Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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  23. Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14395.

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  24. International equity markets interdependence: bigger shocks or contagion in the 21st century?. (2019). Trecroci, Carmine ; Bua, Giovanna.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:155:y:2019:i:1:d:10.1007_s10290-018-0325-5.

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  25. Dynamical Volatility and Correlation among US Stock and Treasury Bond Cash and Futures Markets in Presence of Financial Crisis: A Copula Approach. (2019). Li, Weny ; Wang, Teng-Kun ; Liu, Hsiang-Hsi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:48:y:2019:i:c:p:381-396.

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  26. On the global financial market integration “swoosh” and the trilemma. (2019). Mehl, Arnaud ; Bekaert, Geert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:94:y:2019:i:c:p:227-245.

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  27. Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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  28. Impact of the Credit Rating Revision on the Eurozone Stock Markets. (2018). Trabelsi, Mohamed Ali ; Hmida, Salma.
    In: MPRA Paper.
    RePEc:pra:mprapa:89152.

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  29. Stock return comovements and economic wealth conditions. (2018). Chelli, Francesco Maria ; Rimondi, Andrea ; Recchioni, Maria Cristina ; Mariani, Francesca.
    In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics.
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  30. Sector spillovers in credit markets. (2018). Collet, Jerome ; Ielpo, Florian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:94:y:2018:i:c:p:267-278.

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  31. Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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  32. Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis. (2017). Yang, Xiaoguang ; Cheng, KE.
    In: Financial Innovation.
    RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0055-z.

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  33. A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (2017). Trabelsi, Mohamed Ali ; Hmida, Salma.
    In: MPRA Paper.
    RePEc:pra:mprapa:83718.

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  34. Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations. (2017). Zhao, Rubo ; Tian, Yixiang ; Chen, Xiurong.
    In: PLOS ONE.
    RePEc:plo:pone00:0183194.

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  35. On the Global Financial Market Integration “Swoosh” and the Trilemma. (2017). Mehl, Arnaud ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23124.

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  36. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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  37. International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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  38. Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr .
    In: Energy Economics.
    RePEc:eee:eneeco:v:64:y:2017:i:c:p:494-510.

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  39. Typology for flight-to-quality episodes and downside risk measurement. (2016). Gubareva, Mariya ; Borges, Maria.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:10:p:835-853.

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  40. International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:74771.

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  41. Towards greater diversification in central bank reserves. (2016). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Briere, Marie.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.14.

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  42. Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana ; Kabaivanov, Stanimir .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:360-374.

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  43. Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis. (2016). JOUINI, Jamel ; Lahiani, Amine ; Boubaker, Sabri.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:14-28.

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  44. On cross-border bank credit and the U.S. financial crisis transmission to equity markets. (2016). Fuertes, Ana-Maria ; Yan, Cheng ; Phylaktis, Kate.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:69:y:2016:i:c:p:108-134.

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  45. Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r3.

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  46. Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis. (2015). Olbrys, Joanna ; Elbieta, Majewska .
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:15:y:2015:i:1:p:101-113:n:6.

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  47. Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins. (2015). Szafarz, Ariane ; OOSTERLINCK, Kim ; Briere, Marie.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/226296.

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  48. Towards Greater Diversification in Central Bank Reserves. (2015). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Brière, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/222097.

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  49. Factor-Based v. Industry-Based Asset Allocation: The Contest. (2015). Szafarz, Ariane ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/216837.

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  50. Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins. (2015). Szafarz, Ariane ; OOSTERLINCK, Kim ; Briere, Marie.
    In: Post-Print CEB.
    RePEc:sol:spaper:2013/226296.

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  51. The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?. (2015). Sheenan, Lisa ; Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n260-15.pdf.

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  52. Towards Greater Diversification in Central Bank Reserves. (2015). Szafarz, Ariane ; Oosterlinck, Kim ; Mignon, Valerie ; Briere, Marie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141383.

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  53. The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?. (2015). Sheenan, Lisa ; Flavin, Thomas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:167-186.

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  54. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Jammazi, Rania ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral .
    In: The North American Journal of Economics and Finance.
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  55. Towards Greater Diversification in Central Bank Reserves. (2015). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Brière, Marie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-34.

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  56. Detecting financial contagion in a multivariate system. (2014). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100411.

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  57. Issues in Identifying Economic Crises: Insights from History. (2014). Szafarz, Ariane ; OOSTERLINCK, Kim ; De Scheemaekere, Xavier .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/171717.

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  58. 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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  59. Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?. (2014). Martin, Franck ; JIANGXINGYUN, ZHANG ; Zhang, Jiangxingyun .
    In: Economics Bulletin.
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  60. The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1352.

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  61. The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:69:y:2014:i:6:p:2597-2649.

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  62. Volatility spillovers in commodity markets. (2013). Ielpo, Florian ; Chevallier, Julien.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:13:p:1211-1227.

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  63. Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149159.

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  64. Typological Classification, Diagnostics, and Measurement of Flights-to-Quality. (2013). Gubareva, Mariya ; Borges, Maria.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp152013.

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  65. Reexamining the time-varying volatility spillover effects: A Markov switching causality approach. (2013). Zuo, Haomiao ; Zheng, Tingguo .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:643-662.

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  66. Addressing Economic Crises: The Reference-Class Problem. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; De Scheemaekere, Xavier.
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    RePEc:sol:wpaper:2013/127947.

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  67. .

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  68. .

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  69. A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (0000). Trabelsi, Mohamed Ali ; Hmida, Salma.
    In: MPRA Paper.
    RePEc:pra:mprapa:115852.

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  2. Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater. (2015). Szafarz, Ariane.
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  3. Does commercial microfinance belong to the financial sector? Lessons from the stock market. (2015). Szafarz, Ariane ; Briere, Marie.
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  4. Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Li, Jiandong ; Chiang, Thomas .
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  7. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market. (2014). Szafarz, Ariane ; Brière, Marie ; Briere, Marie.
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  23. How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?. (2009). Szafarz, Ariane.
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  24. The epistemology of modern finance. (2009). De Scheemaekere, Xavier .
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  26. No contagion, only globalization and flight to quality. (2008). Szafarz, Ariane ; Chapelle, Ariane ; Brière, Marie ; Briere, Marie.
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  28. The comovement of credit default swap, bond and stock markets: An empirical analysis. (2004). Weber, Martin ; Norden, Lars.
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  30. Capital Structure. (2001). Myers, Stewart C..
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