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Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
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Herd behavior and contagion effects of the COVID-19 |
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Abstract Contact Information Citation Full Text - Note |
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Jun 30 2022 |
Wenwen Zhang |
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Stock Market Co-movements in RCEP Participating Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 30 2022 |
Paulo Matos , Cristiano Da Silva and Antonio Costa |
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On the relationship between COVID-19 and G7 banking co-movements |
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Abstract Contact Information Citation Full Text - Note |
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Feb 20 2022 |
Binh Thai Pham |
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Sectoral consumer price synchronization: evidence from an emerging ASEAN economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2021 |
Pakasa Bary and Rani Setyodewanti |
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Consumption-contagion dynamics during epidemic with voluntary social distancing |
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Abstract Contact Information Citation Full Text - Note |
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Mar 10 2021 |
Masao Kumamoto and Juanjuan Zhuo |
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Hedge and safe haven status of Bitcoin: copula-DCC approach |
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Abstract Contact Information Citation Full Text - Note |
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Apr 15 2020 |
Lumengo Bonga-Bonga and Mathias mandla Manguzvane |
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Assessing the extent of contagion of sovereign credit risk among BRICS countries |
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Abstract Contact Information Citation Full Text - Note |
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Nov 12 2019 |
Edoardo Gaffeo , Lucio Gobbi and Massimo Molinari |
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Liquidity contagion with a “first-in/first-out” seniority of claims |
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Abstract Contact Information Citation Full Text - Comment |
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Oct 10 2016 |
Aurore Burietz and Loredana Ureche - Rangau |
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A modern Dionysus' tale: new evidence on the Greek debt crisis and the related costs |
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Abstract Contact Information Citation Full Text - Note |
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Sep 03 2016 |
Orlando Gomes |
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Exuberance and social contagion |
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Abstract Contact Information Citation Full Text - Note |
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Feb 21 2016 |
Dong Beom Choi |
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Contagious Runs: Who Initiates? |
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Abstract Contact Information Citation Full Text - Note |
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Oct 02 2015 |
Franck Martin and Mai lan Nguyen |
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Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 10 2013 |
Leila Ali and Marie Lebreton |
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The Fall of Bretton Woods: Which Geography Matters? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 16 2013 |
Siliti jr Hammadi and Ben mbarek jr Hassene |
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Shocks Transmission in the Mediterranean Zone |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 08 2013 |
Aymen Ben Rejeb |
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Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
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Sep 18 2012 |
Gabriella Legrenzi and Costas Milas |
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Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach |
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Abstract Contact Information Citation Full Text - Note |
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Jan 29 2012 |
Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori |
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A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis |
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Abstract Contact Information Citation Full Text - Note |
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Nov 28 2011 |
Renatas Kizys and Christian Pierdzioch |
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Contagious speculative bubbles: A note on the Greek sovereign debt crisis |
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Abstract Contact Information Citation Full Text - Note |
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Mar 21 2011 |
Christos S Savva |
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Modeling interbank relations during the international financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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Jul 19 2010 |
Iuliana Matei |
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Contagion and causality: an empirical analysis on sovereign bond spreads |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 12 2010 |
Benno Torgler |
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Comment on “The Spreading of Disorder” |
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Abstract Contact Information Citation Full Text - Comment |
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Jul 06 2009 |
Carlos Bautista , Philippe Rous and Amine Tarazi |
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The determinants of bank stock return's co-movements in East Asia |
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Abstract Contact Information Citation Full Text - Note |
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Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
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Is There Any International Diversification Benefits in ASEAN Stock Markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 15 2004 |
Victor Vaugirard |
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Bank runs, political distortions and contagion |
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Abstract Contact Information Citation Full Text - Note |
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