Pages that link to "Item:Q5697332"
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The following pages link to Empirical modelling of contagion: a review of methodologies (Q5697332):
Displaying 18 items.
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Contagion in eurozone sovereign bond markets? The good, the bad and the ugly (Q1668236) (← links)
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- Volatility transmission patterns and terrorist attacks (Q3645205) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- Characterizing financial crises using high-frequency data (Q5079366) (← links)
- A statistical procedure for testing financial contagion (Q5148591) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- Did China avoid the ‘Asian flu’? The contagion effect test with dynamic correlation coefficients (Q5746778) (← links)
- A new Bayesian model for contagion and interdependence (Q5867571) (← links)
- A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)
- Co-movements, option pricing and risk management: an application to WTI versus Brent spread options (Q6549622) (← links)
- On spatial contagion and multivariate GARCH models (Q6570580) (← links)
