Pages that link to "Item:Q5697343"
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The following pages link to Financial contagion, spillovers and causality in the Markov switching framework (Q5697343):
Displaying 4 items.
- Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (Q301208) (← links)
- Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- A statistical procedure for testing financial contagion (Q5148591) (← links)