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The importance of a banking union and fiscal union for a capital markets union : fellowship initiative “Challenges to Integrated Markets”

Acharya, Viral V.; Steffen, Sascha - 2017

Persistent link: https://www.econbiz.de/10011714997

Conditional volatility spillover effects across emerging financial markets

Liow, Kim Hiang - In: Asia-Pacific journal of financial studies 44 (2015) 2, pp. 215-245

Persistent link: https://www.econbiz.de/10011458943

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

On the dynamic linkages among international emerging currencies

Mighri, Zouheir - In: Journal of quantitative economics 16 (2018) 2, pp. 427-473

Persistent link: https://www.econbiz.de/10012418498

Do institutions prevent contagion in financial markets? : evidence from the European debt crisis

Kosmidou, Kyriaki; Kousenidis, Dimitrios V.; Ladas, Anestis - In: The European journal of finance 25 (2019) 7, pp. 632-646

Persistent link: https://www.econbiz.de/10012207016

The euro crisis in the mirror of the EMS : how tying Odysseus to the mast avoided the Sirens but led him to Charybdis

Corsetti, Giancarlo; Eichengreen, Barry; Hale, Galina; … - In: Open economies review 31 (2020) 2, pp. 219-236

Persistent link: https://www.econbiz.de/10012229742

Sovereign and bank dependence in the eurozone : a multi-scale approach using wavelet-network analysis

Bales, Stephan - In: International review of financial analysis 83 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013460829

Contagion and linkages across international currencies

Bhatia, Shipra; Tuteja, Divya - In: International review of financial analysis 94 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014544020

Diversification during hard times

Attig, Najah; Sy, Oumar - In: Financial analysts journal : FAJ 79 (2023) 2, pp. 45-64

Persistent link: https://www.econbiz.de/10014291961

Long memory linkages amongst Latin American stock markets : a fractional cointegration approach

Vides, José Carlos - In: Spanish journal of finance & accounting : the official … 51 (2022) 1, pp. 77-101

Persistent link: https://www.econbiz.de/10012820972