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International swap market contagion and volatility
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor; … - In: Economic modelling 47 (2015), pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
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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
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Growth, financial development, and housing booms
Lim, Taejun - In: Economic modelling 69 (2018), pp. 91-102
Persistent link: https://www.econbiz.de/10012016087
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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
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Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
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Determinants of the link between financial and economic development : evidence from a functional coefficient model
Herwartz, Helmut; Yabibal Mulualem Walle - In: Economic modelling 37 (2014), pp. 417-427
Persistent link: https://www.econbiz.de/10010417643
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Financial development, trade openness and economic growth in African countries : new insights from a panel causality approach
Menyah, Kojo; Nazlıoğlu, Şaban; Wolde-Rufael, Yemane - In: Economic modelling 37 (2014), pp. 386-394
Persistent link: https://www.econbiz.de/10010417673
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The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence; Lau, Chi Keung; Chan, Kwok Ho - In: Economic modelling 38 (2014), pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
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Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang; Zhang, Wei; Xu, Hai-chuan - In: Economic modelling 39 (2014), pp. 232-239
Persistent link: https://www.econbiz.de/10010421855