Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

Author:

Aloui Riadh,Aïssa Mohamed Safouane Ben,Nguyen Duc Khuong

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. EMU and European government bond market integration;Abad;Journal of Banking and Finance,2010

2. International asset allocation with time-varying correlations;Ang;Review of Financial Studies,2002

3. International nonlinear causality between stock markets;Beine;European Journal of Finance,2008

4. The dark side of global integration: Increasing tail dependence;Beine;Journal of Banking and Finance,2010

5. Empirical estimation of tail dependence using copulas: Application to Asian markets;Caillault;Quantitative Finance,2005

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