Market fragility and international market crashes
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference17 articles.
1. The distribution of realized exchange rate volatility;Andersen;Journal of the American Statistical Association,2001
2. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
3. Risk contagion among international stock markets;Asgharian;Journal of International Money and Finance,2011
4. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003
5. Estimating systemic risk in the international financial system;Bartram;Journal of Financial Economics,2007
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