Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference51 articles.
1. Ang, A. and Bekaert, G., 1999, International asset allocation with time-varying correlations, NBER Working Paper 7056.
2. Macroeconomic shocks and the co-movement of stock returns in Latin America;Araujo;Emerging Markets Review,2009
3. Risk sharing and counter-cyclical variation in market correlations;Aydemir;Journal of Economic Dynamics and Control,2008
4. Market integration and investment barriers in emerging equity Markets;Bekaert;World Bank Economic Review,1995
5. Time-varying world market integration;Bekaert;Journal of Finance,1995
Cited by 285 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. Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus;Journal of Environmental Management;2024-08
2. Time-Varying Correlations between JSE.JO Stock Market and Its Partners Using Symmetric and Asymmetric Dynamic Conditional Correlation Models;Stats;2024-07-22
3. Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19;Review of Pacific Basin Financial Markets and Policies;2024-06-25
4. Dynamic interdependence between ethanol and biofuel‐related agricultural commodities—cDCC‐FIAPARCH approach;Agribusiness;2024-06-14
5. Analyzing the Correlation and Risk-Return Trade-off: An Application of the GED-GARCH Model to China's Convertible Bond and Stock Markets;Proceedings of the 2024 International Conference on Digital Society and Artificial Intelligence;2024-05-24
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