The kidnapping of Europe: High-order moments' transmission between developed and emerging markets-Reference-Cited by-同舟云学术

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The kidnapping of Europe: High-order moments' transmission between developed and emerging markets

Published:2017-06 Issue: Volume:31 Page:96-115
ISSN:1566-0141
Container-title:Emerging Markets Review
language:en
Short-container-title:Emerging Markets Review

Author:

Del Brio Esther B.,Mora-Valencia Andrés,Perote Javier

Funder

Spanish Ministry of Economics and Competitiveness

Junta de Castilla y León

FAPA-Uniandes

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference97 articles.

1. Volatility transmission in regional Asian stock markets;Abbas;Emerg. Mark. Rev.,2013

2. What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk;Aizenman;J. Int. Money Financ.,2013

3. Volatility spillovers in the European bank CDS market;Alemany;Finance Research Letters,2015

4. A range-based volatility approach to measuring volatility contagion in securitized real estate markets;Anderson;Econ. Model.,2015

5. Distribution of the kurtosis statistic b2 for normal samples;Anscombe;Biometrika,1983

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