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Emerging markets and financial crises : regional, global or isolated shocks?

Kenourgios, Dimitris; Padhi, Puja - In: Journal of multinational financial management 22 (2012) 1/2, pp. 24-38

Persistent link: https://www.econbiz.de/10009627455

On financial contagion and implied market volatility

Kenourgios, Dimitris - In: International review of financial analysis 34 (2014), pp. 21-30

Persistent link: https://www.econbiz.de/10010520404

Volatility spillover and time-varying correlation among the Indian, Asian and US stock markets

Padhi, Puja; Lagesh, M. A. - In: Journal of quantitative economics : official journal of … 10 (2012) 2, pp. 78-90

Persistent link: https://www.econbiz.de/10010338416

Exploring the dynamics of the equity-commodity nexus : a study of base metal futures

Saishree, Ipsita; Padhi, Puja - In: The journal of futures markets 42 (2022) 8, pp. 1573-1596

Persistent link: https://www.econbiz.de/10013288006

From dotcom to Covid-19 : a convergence analysis of Islamic investments

Alexakis, Christos A.; Kenourgios, Dimitris; Pappas, … - In: Journal of international financial markets, … 75 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10012820380

On quantitative easing and high frequency exchange rate dynamics

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Research in international business and finance 34 (2015), pp. 110-125

Persistent link: https://www.econbiz.de/10011325751

Global crises and contagion : does the capitalization size matter?

Kenourgios, Dimitris; Dimitriou, Dimitrios; Samitas, … - In: Applied economics quarterly 64 (2018) 1, pp. 39-57

Persistent link: https://www.econbiz.de/10011974997

On emerging stock market contagion : the Baltic region

Alexakis, Panayotis; Kenourgios, Dimitris; Dimitriou, … - In: Research in international business and finance 36 (2016), pp. 312-321

Persistent link: https://www.econbiz.de/10011594444

Asset markets contagion during the global financial crisis

Kenourgios, Dimitris; Christopoulos, Apostolos; … - In: Multinational finance journal : MF ; quarterly … 17 (2013) 1/2, pp. 49-76

Persistent link: https://www.econbiz.de/10011457658

ECB’s Unconventional Monetary Policy and Cross-Financial-Market Correlation Dynamics

Kenourgios, Dimitris - 2019

This paper examines the effects of the unconventional monetary policy (UMP) launched by the European Central Bank on the cross-market correlations between bond, stock and currency forward markets. Using a dynamic conditional correlation analysis and several robustness tests, we investigate...

Persistent link: https://www.econbiz.de/10012863948