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Co-movements of European equity markets before and after the 1987 crash
Meriç, İlhan; Meriç, Gülser - In: Multinational finance journal : MF ; quarterly … 1 (1997) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10001436136
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Systemic risk and financial consolidation : are they related?
De Nicolò, Gianni; Kwast, Myron L. - 2001
Persistent link: https://www.econbiz.de/10001597850
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - 2000
Persistent link: https://www.econbiz.de/10001580233
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Testing for contagion - mean and volatility contagion
Baur, Dirk - In: Journal of multinational financial management 13 (2003) 4/5, pp. 405-422
Persistent link: https://www.econbiz.de/10001782071
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The threat of systemic risk in banking : evidence for Europe
Schüler, Martin (contributor) - 2002
Persistent link: https://www.econbiz.de/10001701678
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The threat of systemic risk in banking : evidence for Europe
Schüler, Martin - 2002
Persistent link: https://www.econbiz.de/10001707323
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Systemic risk and financial consolidation : are they related?
De Nicolò, Gianni; Kwast, Myron L. - 2002
Persistent link: https://www.econbiz.de/10001670125
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Systemic risk and financial consolidation : are they related?
De Nicolò, Gianni; Kwast, Myron L. - In: Journal of banking & finance 26 (2002) 5, pp. 861-880
Persistent link: https://www.econbiz.de/10001665017
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Correlation coefficients, heteroskedasticity and contagion of financial crises
Yoon, Gawon - In: The Manchester School 73 (2005) 1, pp. 92-100
Persistent link: https://www.econbiz.de/10002556016