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The aftermath of the subprime crisis: a clustering analysis of world banking sector
16 references·1 citing·50 second hop
The aftermath of the subprime crisis: a clustering analysis of world banking sector (2013)The aftermath of the subprime crisis: a c…How the Subprime Crisis went global: Evidence from bank credit default swap spreads (2012)How the Subprime Crisis went …The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1999Hierarchical structure in financial markets2,104 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,846 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?1,425 cited
  • 2000Contagion: Understanding How It Spreads933 cited
  • 2008The subprime solution: how today's global financial crisis happened, and what to do about it817 cited
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  • 2002A simple framework for analysing bull and bear markets604 cited
  • 1972THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN292 cited
  • 2012How the Subprime Crisis went global: Evidence from bank credit default swap spreads

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291 cited
  • 1971THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS228 cited
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    • 2013Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis17 cited