The international linkages of market risk perception-Reference-Cited by-同舟云学术

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The international linkages of market risk perception

Published:2024-03 Issue: Volume:72 Page:100826
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Serrano Pedro,Vaello-Sebastià Antoni^ORCID,Vich-Llompart M. Magdalena

Funder

Comunidad de Madrid Consejeria de Educacion Ciencia y Universidades

European Regional Development Fund

España Ministerio de Ciencia e Innovación

Ministerio de Ciencia e Innovación

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. Nonparametric risk management and implied risk aversion;Aït-Sahalia;J. Econometrics,2000

2. Nonparametric tail risk, stock returns and the macroeconomy;Almeida;J. Financ. Econom.,2017

3. The VIX, the variance premium and stock market volatility;Bekaert;J. Econometrics,2014

4. Risk, uncertainty and monetary policy;Bekaert;J. Monetary Econ.,2013

5. Contagion, decoupling and the spillover effects of the US financial crisis: evidence from the BRIC markets;Bekiros;Int. Rev. Financial Anal.,2014

Cited by 1 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. How do leading stock markets in America and Europe connect to Asian stock markets? Quantile dynamic connectedness;Quantitative Finance and Economics;2024

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