Pages that link to "Item:Q2445700"
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The following pages link to Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700):
Displaying 7 items.
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Sovereign credit ratings, market volatility, and financial gains (Q1623504) (← links)
- An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
- A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
- Characterizing financial crises using high-frequency data (Q5079366) (← links)
- A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)
