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The Dark Side of Global Integration: Increasing Tail Dependence · Study

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PreprintThe Dark Side of Global Integration: Increasing Tail Dependence

Michel A. R. Beine2008

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Preprintgreen2008

The Dark Side of Global Integration: Increasing Tail Dependence

Michel A. R. Beine · Antonio Cosma · Robert Vermeulen

47 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1981Biases in Dynamic Models with Fixed Effects 1991Geography and Trade 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2003Modeling and Forecasting Realized Volatility 1998The Endogenity of the Optimum Currency Area Criteria 2004Trade Costs 2004CAViaR

Cited by

2013International stock market interdependence: Are developing markets the same as developed markets?2013International income risk-sharing and the global financial crisis of 2008–2009 2017A Dynamic Analysis of S&P 500, FTSE 100 and EURO STOXX 50 Indices Under Different Exchange Rates

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2009The dark side of global integration: Increasing tail dependencearticle · 34 shared references 2010Liberalisation and stock market co-movement between emerging economiesarticle · 13 shared references 2016Globalization and Asset Returnsreview · 13 shared references 2007Time-Varying Integration and International Diversification Strategiesarticle · 12 shared references 2012Is the Potential for International Diversification Disappearing? A Dynamic Copula Approacharticle · 11 shared references 2010Is the Potential for International Diversification Disappearing?preprint · 11 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.1253362

openalex_workW2117057028

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