Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?

Author:

Ferreira Paulo

Funder

Fundação para a Ciência e a Tecnologia

FEDER/COMPETE

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference19 articles.

1. The Political economy of the greek debt crisis: A tale of two bailouts;Ardagna;Amer. Econ. J.: Macroecon.,2014

2. The greatest carry trade ever? Understanding eurozone bank risks;Acharya;J. Financ. Econ.,2015

3. Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series;Podobnik;Phys. Rev. Lett.,2008

4. Time-lag cross-correlations in collective phenomena;Podobnik;Europhys. Lett. EPL,2010

5. Quantifying and modeling long-range cross-correlations in multiple time series with applications to world stock indices;Wang;Phys. Rev. E,2011

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