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Testing for financial spillovers in calm and turbulent periods · Study

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ArticleTesting for financial spillovers in calm and turbulent periods

Jedrzej Pawel Bialkowski2006

Article2006

Testing for financial spillovers in calm and turbulent periods

Jedrzej Pawel Bialkowski · Martin T. Bohl · Dobromił Serwa

39 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1993Measuring and Testing the Impact of News on Volatility 2001Extreme Correlation of International Equity Markets 1990Correlations in Price Changes and Volatility across International Stock Markets 2002International Asset Allocation With Regime Shifts 1980Testing for causality

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2013The impact of NAFTA on North American stock market linkages

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Year2006

Typearticle

Published2006-05-16

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations39

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2006.04.001

openalex_workW2052689283

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