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How can a small country affect the European economy? The Greek contagion phenomenon · Study

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ArticleHow can a small country affect the European economy? The Greek contagion phenomenon

Aristeidis Samitas2013

Article2013

How can a small country affect the European economy? The Greek contagion phenomenon

Aristeidis Samitas · Ioannis Tsakalos

101 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2002Dynamic Conditional Correlation 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2004Copula Methods in Finance 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH

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2012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam 2014The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion 2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets 2017A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test 2022Contagion and tail risk in complex financial networks

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Year2013

Typearticle

Published2013-01-19

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations101

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.intfin.2013.01.005

openalex_workW1991734765

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2013Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes

2019Time-Varying Dependence in European Equity Markets: A Contagion and Investor Sentiment Driven Analysis

2015The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach