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Sector diversification during crises: a European perspective
16 references·8 citing·38 second hop
Sector diversification during crises: a European perspective (2006)Sector diversification during crises: a E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Testing for contagion: a conditional correlation analysis (2005)Testing for contagion: a cond…Empirical modelling of contagion: a review of methodologies (2005)Empirical modelling of contag…Contagion in financial markets after September 11: myth or reality? (2004)Contagion in financial market…Does International Financial Contagion Really Exist? (2003)Does International Financial …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…Long-Term Global Market Correlations (2001)Long-Term Global Market Corre…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…The Increasing Importance of Industry Factors (2000)The Increasing Importance of …Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…Global Stock Markets in the Twentieth Century (1999)Global Stock Markets in the T…The International Crash of October 1987: Causality Tests (1992)The International Crash of Oc…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Discrimination by microcredit officers: Theory and evidence on disability in Uganda (2015)Discrimination by microcredit…Productivity Gains and Spillovers from Offshoring (2014)Productivity Gains and Spillo…Déterminants des oppositions de brevets (2011)Déterminants des oppositions …Observing bailout expectations during a total eclipse of the sun (2010)Observing bailout expectation…Announcements, financial operations or both? 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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 2006Stock Return Predictability: Is it There?1,295 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
  • 2001Long-Term Global Market Correlations783 cited
  • 2005Empirical modelling of contagion: a review of methodologies549 cited
  • 1999Global Stock Markets in the Twentieth Century515 cited
  • 2000The Increasing Importance of Industry Factors457 cited
  • 1992The International Crash of October 1987: Causality Tests275 cited
  • 2005Testing for contagion: a conditional correlation analysis251 cited
  • 2003Does International Financial Contagion Really Exist?185 cited

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  • 2004Contagion in financial markets after September 11: myth or reality?169 cited
  • Cited by

    • 2015Discrimination by microcredit officers: Theory and evidence on disability in Uganda85 cited
    • 2007Are unemployment insurance systems in Europe adapting to new risks arising from non-standard employment?64 cited
    • 2010Observing bailout expectations during a total eclipse of the sun34 cited
    • 2014Productivity Gains and Spillovers from Offshoring23 cited
    • 2009Announcements, financial operations or both? Generalizing central banks’ FX reaction functions20 cited
    • 2011Déterminants des oppositions de brevets12 cited
    • 2007Weighting Function in the Behavioral Portfolio Theory.8 cited
    • 2007Which optimal design for lottery linked deposit5 cited