Narrow search
Showing 1 - 10 of 192
Cover Image
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Cover Image
Are Armington elasticities different across countries and sectors? : a European study
Olekseyuk, Zoryana; Schürenberg-Frosch, Hannah - In: Economic modelling 55 (2016), pp. 328-342
Persistent link: https://www.econbiz.de/10011642716
Cover Image
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Cover Image
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Cover Image
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Cover Image
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed; Litimi, Houda; Abdallah, Oussama - In: Economic modelling 73 (2018), pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Cover Image
An empirical analysis of currency volatilities during the recent global financial crisis
Ozer-Imer, Itir; Ozkan, Ibrahim - In: Economic modelling 43 (2014), pp. 394-406
Persistent link: https://www.econbiz.de/10010503043
Cover Image
Assessing fiscal episodes
Afonso, António; Jalles, João Tovar - In: Economic modelling 37 (2014), pp. 255-270
Persistent link: https://www.econbiz.de/10010417694
Cover Image
A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.; Chen, Yi-Chi; Wang, Li-Min - In: Economic modelling 45 (2015), pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
Cover Image
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162