The international transmission of risk: Causal relations among developed and emerging countries’ term premia-Reference-Cited by-同舟云学术

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The international transmission of risk: Causal relations among developed and emerging countries’ term premia

Published:2016-05 Issue: Volume:37 Page:646-654
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Espinosa-Torres Juan Andrés,Gomez-Gonzalez Jose Eduardo,Melo-Velandia Luis Fernando,Moreno-Gutiérrez José Fernando

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference36 articles.

1. Pricing the term structure with linear regressions;Adrian;J. Finan. Econ.,2013

2. Capital flows to emerging market economies: a brave new world?;Ahmed;J. Int. Money Finance,2014

3. Idiosyncratic volatility and stock returns: evidence from the MILA;Berggrun;Res. Int. Bus. Finance,2016

4. Reflections on the yield curve and monetary policy;Bernanke,2006

5. Overborrowing and systemic externalities in the business cycle;Bianchi;Am. Econ. Rev.,2011

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1. Do economic news releases affect tail risk? Evidence from an emerging market;Finance Research Letters;2021-05

2. Stability of cross-market bivariate return distributions during financial turbulence;Research in International Business and Finance;2018-10

3. Valuing emerging markets companies: New approaches to determine the effective exposure to country risk;Research in International Business and Finance;2017-01

4. Relación entre los valores en riesgo de los principales mercados financieros colombianos : un enfoque a través de modelos multivariados de regresión cuantílica;2016-12

5. Financial Interdependence and Contagion: The Transmission of Financial Stress from the United States to Latin America;SSRN Electronic Journal;2016

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