Similar Search Results

Introduction to the handbook of financial integration : new research developments

Caporale, Guglielmo Maria - In: Handbook of financial integration, (pp. 2-9). 2024

Persistent link: https://www.econbiz.de/10015076114

Financial market integration in sub-Saharan Africa : how important is contagion?

Akunga, Robert; Ahmad, Ahmad Hassan; Coleman, Simeon - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3637-3653

Persistent link: https://www.econbiz.de/10014429158

The dynamics of the relative global sector effects and contagion in emerging markets equity returns

Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453

Persistent link: https://www.econbiz.de/10011876559

The global financial market integration of selected emerging markets

Boamah, Nicholas Addai - In: International journal of emerging markets 12 (2017) 4, pp. 683-707

Persistent link: https://www.econbiz.de/10011773908

Fire sales forensics : measuring endogenous risk

Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 835-866

Persistent link: https://www.econbiz.de/10011583806

A new tail-based correlation measure and its application in global equity markets

Liu, Jinjing - In: Journal of financial econometrics 21 (2023) 3, pp. 959-987

Persistent link: https://www.econbiz.de/10014314844

Tail risk measurement in crypto-asset markets

Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803601

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

International Capital Mobility and Financial Fragility - Part 6 - Are All Forms of Financial Integration Equally Risky in Times of Financial Turmoil?

Ahrend, Rudiger - 2012

Using the 2008-09 global financial crisis, this paper examines the role of different forms of international financial integration for asset price contagion in crisis times. Defining contagion as the transmission of financial market movements beyond the co-movements that would occur in 'tranquil'...

Persistent link: https://www.econbiz.de/10013102362

Macrofinancial Risk Analysis.

Gray, Dale - 2008 - 1st ed.

, MACROECONOMICS, AND RISK CONCEPTS -- 2 An Overview of Macroeconomics, and Why the Theory of Asset Pricing and Contingent Claims …Macrofinancial risk analysis Dale Gray and Samuel Malone Macrofinancial Risk Analysis provides a new and powerful … framework with which policymakers and investors can analyze risk and vulnerability in economies, both emerging market and …

Persistent link: https://www.econbiz.de/10012689065