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The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon - In: Applied economics 56 (2024) 7, pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
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Contagion mechanisms under heterogeneous beliefs
Yan, Yu; Tong, Yan; Wang, Yiming - In: Applied economics 57 (2025) 12, pp. 1326-1350
Persistent link: https://www.econbiz.de/10015331687
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Do financial distress and liquidity crises affect value and size premiums?
Elgammal, Mohammed Mohammed; Bas, Tugba; Gough, Orla; … - In: Applied economics 48 (2016) 37/39, pp. 3734-3751
Persistent link: https://www.econbiz.de/10011621164
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Intraday liquidity risk : based on microprudential and macroprudential regulatory perspective
Yan, Yutong; Tong, Mu; He, Yi; Miao, Yuying - In: Applied economics 57 (2025) 11, pp. 1272-1289
Persistent link: https://www.econbiz.de/10015331665
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Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P.; Pereira, Pedro L. Valls - In: Applied economics 45 (2013) 34/36, pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
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Investing against the wind : contagion during the recent financial crisis
Lu, Liping; Wang, Chunyang - In: Applied economics 48 (2016) 58/60, pp. 5824-5833
Persistent link: https://www.econbiz.de/10011773074
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On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa; Prigent, Jean-Luc; Soumare, Ibrahima - In: Applied economics 55 (2023) 1, pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
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Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; … - In: Applied economics 43 (2011) 19/21, pp. 2365-2379
Persistent link: https://www.econbiz.de/10009379734
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Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham; Du, Wenti; Pentecost, Eric J.; Willett, … - In: Applied economics 49 (2017) 59, pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
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Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach
Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049
Persistent link: https://www.econbiz.de/10012061678