Pages that link to "Item:Q2445700"
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The following pages link to Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700):
Displaying 19 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Price linkages in Asian equity markets: evidence bordering the Asian economic, currency and financial crises (Q702228) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- A spatial modelling approach to contagion among emerging economies (Q867109) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- A test for volatility spillovers. (Q1603866) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Sovereign credit ratings, market volatility, and financial gains (Q1623504) (← links)
- An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
- A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
- Correlations in returns and volatilities in Pacific-Rim stock markets (Q1970867) (← links)
- Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← links)
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
- Contagion around the October 1987 stock market crash (Q2383128) (← links)
- Testing for contagion in ASEAN exchange rates (Q2486199) (← links)
- Contagion phenomena with applications in finance (Q2805763) (← links)
- Research on contagion among stock markets of East Asian based on conditional Granger causality in quantile (Q3381563) (← links)
- Characterizing financial crises using high-frequency data (Q5079366) (← links)
- A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)
