Euro crash risk-Reference-Cited by-同舟云学术

Euro crash risk

Published:2016-09 Issue: Volume:38 Page:417-428
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Kräussl Roman,Lehnert Thorsten,Senulytė Sigita

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Sovereign credit ratings and financial markets linkages: application to European data;Afonso;J. Int. Money Financ.,2012

2. Developing countries' financial vulnerability to the euro crisis: An event study of equity and bondmarkets. NBER WorkingPaper No. 18028;Aizenman,2012

3. Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period;Aloui;Quant. Finan.,2007

4. Euro at risk: the impact of member countries' credit risk on stability of the common currency;Bekkour;J. Empir. Finance,2015

5. The event study methodology since 1969;Binder;Rev. Quant. Finan. Acc.,1998

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