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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Economic modelling 94 (2021), pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
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Measuring systemic risk in the US banking system
Kolari, James W.; López Iturriaga, Felix J.; Sanz, … - In: Economic modelling 91 (2020), pp. 646-658
Persistent link: https://www.econbiz.de/10012429144
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The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 28 (2011) 5, pp. 2342-2357
Persistent link: https://www.econbiz.de/10009273473
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Volatility spillovers and the global financial cycle across economies : evidence from a global semi-structural model
Gómez Pineda, Javier Guillermo - In: Economic modelling 90 (2020), pp. 331-373
Persistent link: https://www.econbiz.de/10012428921
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Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai; Pochea, Maria Miruna - In: Economic modelling 86 (2020), pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
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The dynamics of global financial cycle and domestic economic cycles : evidence from India and Indonesia
Prabheesh, K. P.; Anglingkusumo, Reza; Juhro, Solikin M. - In: Economic modelling 94 (2021), pp. 831-842
Persistent link: https://www.econbiz.de/10012695356
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The golden hedge : from global financial crisis to global pandemic
Burdekin, Richard C. K.; Tao, Ran - In: Economic modelling 95 (2021), pp. 170-180
Persistent link: https://www.econbiz.de/10012695921
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Financial and nonfinancial global stock market volatility shocks
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Economic modelling 96 (2021), pp. 128-134
Persistent link: https://www.econbiz.de/10012745343