The US financial crisis, market volatility, credit risk and stock returns in the Americas
Author:
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11408-020-00369-x.pdf
Reference42 articles.
1. Araujo, E.: Macroeconomic shocks and the comovement of stock returns in Latin America. Emerg. Mark. Rev. 10(4), 331–344 (2009)
2. Bai, J., Perron, P.: Critical values for multiple structural change tests. Econ. J. 6(1), 72–78 (2003)
3. Bansal, N., Connolly, R., Stivers, C.: The stock-bond return relation, the term structure’s slope, and asset-class risk dynamics. J. Financ. Quant. Anal. 49, 699–724 (2014)
4. Bernanke, B.S., Kuttner, K.N.: What explains the stock market’s reaction to federal reserve policy? J. Finance 60, 1221–1257 (2005)
5. Bianconi, M., Yoshino, J., Machado de Sousa, M.: BRIC and the U.S. financial crisis: an empirical investigation of stock and bond markets. Emerg. Mark. Rev. 14, 76–109 (2013)
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Does social capital matter to stock price crash risk? Evidence from the US listed firms;Journal of Corporate Accounting & Finance;2024-04-18
2. Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach;Studies in Nonlinear Dynamics & Econometrics;2024-04-16
3. Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective;Journal of International Financial Markets, Institutions and Money;2024-03
4. Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations;Applied Economics;2023-09-16
5. A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV;Revista Mexicana de Economía y Finanzas;2023-06-22
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3