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Spillovers across European sovereign credit markets and role of surprise and uncertainty
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; Jammazi, … - In: Applied economics 52 (2020) 8, pp. 851-865
Persistent link: https://www.econbiz.de/10012197481
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Sovereign risk and deposit dynamics : evidence from Europe
Grigorian, David A.; Manole, Vlad - In: Applied economics 49 (2017) 29, pp. 2851-2860
Persistent link: https://www.econbiz.de/10011819745
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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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Assessing monetary policies in the Eurozone, U.S., U.K. and Japan : new evidence from the post-crisis period
Salachas, Evangelos; Laopodis, Nikiforos; Kouretas, … - In: Applied economics 50 (2018) 59, pp. 6481-6500
Persistent link: https://www.econbiz.de/10012063438
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The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo; Li, Haoran - In: Applied economics 52 (2020) 11, pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523
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Effects of the US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée; Zheng, Jasmine - In: Applied economics 48 (2016) 58/60, pp. 5802-5823
Persistent link: https://www.econbiz.de/10011773067
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Confidence and the transmission of macroeconomic uncertainty in U.S. recessions
Zhang, Fang - In: Applied economics 49 (2017) 29, pp. 2893-2909
Persistent link: https://www.econbiz.de/10011819768