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The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads. (2010). In, Francis ; Ji, Philip Inyeob.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:20:y:2010:i:5:p:575-589.

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  1. Asset Securitization and Risk: Does Bank Type Matter?. (2018). Mollah, Sabur ; Elnahass, Marwa ; Abdelsalam, Omneya .
    In: Working Papers.
    RePEc:swn:wpaper:2018-15.

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  2. Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2018:p:1472-1481.

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  3. A joint analysis of market indexes in credit default swap, volatility and stock markets. (2016). DA FONSECA, José ; Wang, Peiming.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:19:p:1767-1784.

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  4. Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607.

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  5. What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375.

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  6. News sentiment and bank credit risk. (2016). Smales, Lee.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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  7. On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads. (2014). Tamakoshi, Go ; Hamori, Shigeyuki.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:30:y:2014:i:c:p:83-90.

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  8. Banking crises: Identifying dates and determinants. (2014). Brown, Christine ; Brooks, Robert ; Treepongkaruna, Sirimon ; Jutasompakorn, Pearpilai .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:150-166.

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  9. The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries. (2014). Su, Che-Yi ; Chang, Ming-Jen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:30:y:2014:i:c:p:220-246.

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  10. Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters. (2013). Asongu, Simplice.
    In: MPRA Paper.
    RePEc:pra:mprapa:56803.

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  11. New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil. (2013). MORANA, CLAUDIO.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:137.

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  12. Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters. (2013). Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:13/035.

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  13. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco .
    In: MPRA Paper.
    RePEc:pra:mprapa:44133.

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  14. “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads. (2012). Wohar, Mark ; Olson, Eric ; Miller, Scott .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1339-1357.

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  15. Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads. (2012). Ji, Philip Inyeob.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:4:p:647-657.

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  16. The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Asongu, Simplice ; Simplice A., Asongu, ; Simplice A., Asongu, .
    In: MPRA Paper.
    RePEc:pra:mprapa:39630.

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  17. The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Simplice A., Asongu, ; Simplice A., Asongu, .
    In: MPRA Paper.
    RePEc:pra:mprapa:39629.

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  18. The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Asongu, Simplice ; Simplice A., Asongu, ; Simplice A., Asongu, .
    In: MPRA Paper.
    RePEc:pra:mprapa:31174.

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  19. Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. (2011). Asongu, Simplice.
    In: MPRA Paper.
    RePEc:pra:mprapa:30120.

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  20. The Influence of Interbank Money Market Stress Levels on Credit Markets During the Postcrisis Period in US And Euro Area. (2011). uki, Malia .
    In: Economic Annals.
    RePEc:beo:journl:v:56:y:2011:i:189:p:7-26.

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  21. The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:11/006.

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  22. Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. (2011). Asongu, Simplice ; Simplice, Asongu .
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:11/004.

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