Pages that link to "Item:Q321012"
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The following pages link to The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012):
Displaying 8 items.
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A nonlinear dynamic model for credit risk contagion (Q2221543) (← links)
- Evolution and Dynamics of the Currency Network (Q5227361) (← links)