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Financial stress spillovers in advanced economies · Study

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ArticleFinancial stress spillovers in advanced economies

George N. Apostolakis2014

Article2014

Financial stress spillovers in advanced economies

George N. Apostolakis · Athanasios P. Papadopoulos

85 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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 85 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 2002Dynamic Conditional Correlation 1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2015Globalization and Its Discontents 1997Credit Cycles

Cited by

2017Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty 2021Financial stress, economic policy uncertainty, and oil price uncertainty 2019The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China’s coal market 2019Financial stress dynamics in the MENA region: Evidence from the Arab Spring 2019The changing network of financial market linkages: The Asian experience 2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility 2022Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis 2015Volatility spillovers in EMU sovereign bond markets

Details

Year2014

Typearticle

Published2014-06-11

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations85

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.intfin.2014.06.001

openalex_workW1993589237

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