Time-varying integration, interdependence and contagion
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference41 articles.
1. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002
2. Short rate nonlinearities and regime switches;Ang;Journal of Economic Dynamics and Control,2002
3. Volatility spillover effects in European equity markets;Baele;Journal of Financial and Quantitative Analysis,2005
4. Time-varying integration and international diversification strategies;Baele;Journal of Empirical Finance,2009
5. Model uncertainty, financial market integration, and the home bias puzzle;Baele;Journal of International Money and Finance,2007
Cited by 71 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis;The Quarterly Review of Economics and Finance;2024-10
2. Crises and Contagion in Equity Portfolios;Economies;2024-07-01
3. DYNAMIC LINKAGES BETWEEN ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET INTEGRATION: EMPIRICAL EVIDENCE FROM SAARC REGION;The Singapore Economic Review;2024-03-19
4. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?;Resources Policy;2024-03
5. Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic;International Review of Financial Analysis;2024-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3