Financial market linkages and the sovereign debt crisis-Reference-Cited by-同舟云学术

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Financial market linkages and the sovereign debt crisis

Published:2022-05 Issue: Volume:123 Page:102596
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Campos-Martins Susana,Amado Cristina

Funder

European Regional Development Fund

Programa Operacional Temático Factores de Competitividade

Fundação para a Ciência e a Tecnologia

Ministério da Educação e Ciência

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference50 articles.

1. Modelling volatility by variance decomposition;Amado;J. Economet.,2013

2. Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations;Amado;J. Bus. Econ. Stat.,2014

3. Specification and testing of multiplicative time-varying GARCH models with applications;Amado;Econ. Rev.,2017

4. The distribution of realized exchange rate volatility;Andersen;J. Am. Stat. Assoc.,2001

5. On the identification of interdependence and contagion of financial crises;Bacchiocchi;Oxford Bull. Econ. Stat.,2017

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