Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference47 articles.
1. Trading-round-the clock: Return, volatility and volume spillovers in the eurodollar futures markets;Abhyankar;Pacific-Basin Finance Journal,1995
2. Financial liberalization and banking crises: A cross-country analysis;Angkinand;International Review of Finance,2010
3. Of shepherds, sheep and the cross-autocorrelations in equity returns;Badrinath;Review of Financial Studies,1995
4. Volatility spillover effects in European equity markets;Baele;Journal of Financial and Quantitative Analysis,2005
5. Volatility spillover effects in European equity markets: Evidence from a regime switching model;Baele;Journal of Financial and Quantitative Analysis,2005
Cited by 37 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. Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness;International Review of Financial Analysis;2024-10
2. Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market;Energy Economics;2024-07
3. Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis;Research in International Business and Finance;2024-06
4. The domino effect of silicon valley Bank's bankruptcy and the role of FED's monetary policy;Borsa Istanbul Review;2024-05
5. Exploring interconnectedness between climate change, renewable energy, technological innovation, and G-17 banking stock markets;Journal of Cleaner Production;2024-04
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