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Currency downside risk, liquidity, and financial stability · Study

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ArticleCurrency downside risk, liquidity, and financial stability

Helena Chuliá2018

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Articlegreen2018

Currency downside risk, liquidity, and financial stability

Helena Chuliá · Julián Fernández · Jorge M. Uribe

26 citations·0/0 files stored·Journal of International Money 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

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2004CAViaR 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*1980The Extreme Value Method for Estimating the Variance of the Rate of Return

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2022European stock market volatility connectedness: The role of country and sector membership

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Year2018

Typearticle

Published2018-09-20

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jimonfin.2018.09.009

openalex_workW2889984728

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