Nothing Special   »   [go: up one dir, main page]

create a website
Asset Market Linkages in Crisis Periods.. (2001). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
In: Quebec a Montreal - Recherche en gestion.
RePEc:fth:uqamge:71.

Full description at Econpapers || Download paper

Cited: 22

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Paterlini, Sandra ; Talmaciu, Andreea ; Kremer, Philipp J.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

    Full description at Econpapers || Download paper

  2. Systemic risk of UCITS investment funds and financial market stability tested using MRS model. (2015). Krito, Jaka ; Filipovi, Hrvoje ; Stojanovi, Alen .
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:1508.

    Full description at Econpapers || Download paper

  3. Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Li, Jiandong ; Chiang, Thomas .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:1:p:59-88.

    Full description at Econpapers || Download paper

  4. Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets. (2015). Gencer, Hatice Gaye.
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:39:y:2015:i:3:p:325-340.

    Full description at Econpapers || Download paper

  5. Performance and determinants of the Merton structural model: Evidence from hedging coefficients. (2015). Barsotti, Flavia ; del Viva, Luca .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:95-111.

    Full description at Econpapers || Download paper

  6. Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns. (2015). Wagner, Niklas ; Riedel, Christoph .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:53-64.

    Full description at Econpapers || Download paper

  7. Volatility Transmission between Bond and Stock Markets: Case of Emerging Financial Markets. (2014). SAADAOUI, Amir ; Boujelbene, Younes.
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2014:i:6:p:84-98.

    Full description at Econpapers || Download paper

  8. Cross-border financial surveillance: a network perspective. (2011). Espinosa-Vega, Marco ; Sole, Juan.
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:3:y:2011:i:3:p:182-205.

    Full description at Econpapers || Download paper

  9. Cross-Border Financial Surveillance; A Network Perspective. (2010). Espinosa-Vega, Marco A ; Sole, Juan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/105.

    Full description at Econpapers || Download paper

  10. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005. (2010). Gex, Mathieu ; Coudert, Virginie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:2:p:109-134.

    Full description at Econpapers || Download paper

  11. Banking Stability Measures. (2009). Segoviano, Miguel A ; C. A. E. Goodhart, .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/004.

    Full description at Econpapers || Download paper

  12. Flights and contagion--An empirical analysis of stock-bond correlations. (2009). lucey, brian ; Baur, Dirk.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:4:p:339-352.

    Full description at Econpapers || Download paper

  13. Revisiting stock market index correlations. (2009). Dalkır, Mehmet ; Dalkir, Mehmet .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:6:y:2009:i:1:p:23-33.

    Full description at Econpapers || Download paper

  14. Default Risk and Risk Averse International Investors. (2009). Lizarazo, Sandra.
    In: Working Papers.
    RePEc:cie:wpaper:0907.

    Full description at Econpapers || Download paper

  15. Early, Late, and Multiple Bidding in Internet Auctions. (2009). Vadovic, Radovan.
    In: Working Papers.
    RePEc:cie:wpaper:0904.

    Full description at Econpapers || Download paper

  16. The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

    Full description at Econpapers || Download paper

  17. Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models. (2006). Georgoutsos, Dimitris ; Bekiros, Stelios.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-17.

    Full description at Econpapers || Download paper

  18. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:77.

    Full description at Econpapers || Download paper

  19. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9510.

    Full description at Econpapers || Download paper

  20. Testing for differences in the tails of stock-market returns. (2003). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:5:p:559-581.

    Full description at Econpapers || Download paper

  21. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

    Full description at Econpapers || Download paper

  22. Asymmetric dynamics in the correlations of global equity and bond returns. (2003). Engle, Robert ; Sheppard, Kevin ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003204.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-05 00:28:36 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.