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Financial stress spillovers across the banking, securities and foreign exchange markets

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1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited

Cited by

2021Financial stress, economic policy uncertainty, and oil price uncertainty132 cited
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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries59 cited
2017Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach57 cited
2020Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries54 cited
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2016Leading indicators of financial stress: New evidence47 cited
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2018Financial Stability, Monetary Stability and Growth: a PVAR Analysis40 cited
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