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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"International financial market"
~subject:"Systemrisiko"
~subject:"Volatility"
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International financial market
Systemrisiko
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Contagion effect
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Bakoush, Mohamed
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Brzeszczyński, Janusz
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Cho, Sungjun
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Journal of international financial markets, institutions & money
Journal of financial stability
32
Economic modelling
31
International review of financial analysis
27
Journal of banking & finance
27
IMF working papers
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Finance research letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Credit risk interdependence in global financial markets : evidence from three regions using multiple and partial wavelet approaches
Choi, Sun-Yong
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533162
Saved in:
2
Measuring market integration during crisis periods
Qin, Weiping
;
Cho, Sungjun
;
Hyde, Stuart
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013357289
Saved in:
3
Does the choice of monetary policy tool matter for systemic risk? : the curious case of negative interest rates
Iwanicz-Drozdowska, Małgorzata
;
Rogowicz, Karol
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358730
Saved in:
4
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Goodell, John W.
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
Saved in:
5
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
6
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
7
Margin requirements and systemic liquidity risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
Saved in:
8
The changing international network of sovereign debt and financial institutions
Dungey, Mardi H.
;
Harvey, John
;
Volkov, V. V.
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 149-168
Persistent link: https://www.econbiz.de/10012127979
Saved in:
9
Contagion risk in global banking sector
Daly, Kevin James
;
Batten, Jonathan A.
;
Mishra, Anil V.
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012263308
Saved in:
10
Volatility co-movements and spillover effects within the Eurozone economies : a multivariate GARCH approach using the financial stress index
MacDonald, Ronald
;
Sogiakas, Vasilios
;
Tsopanakis, Andreas
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 17-36
Persistent link: https://www.econbiz.de/10011986183
Saved in:
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