SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An assessment of contagion risks in the banking system using non-parametric and Copula approaches
16 references·3 citing·39 second hop
An assessment of contagion risks in the banking system using non-parametric and Copula approaches (2019)An assessment of contagion risks in the b…Rethinking Financial Deepening (2015)Rethinking Financial DeepeningThe Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)Financial crises and stock ma…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Empirical modelling of contagion: a review of methodologies (2005)Empirical modelling of contag…Chapter 12 Finance and Growth: Theory and Evidence (2005)Chapter 12 Finance and Growth…Finance and Growth: Theory and Evidence (2004)Finance and Growth: Theory an…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Foundations of Portfolio Theory (1991)Foundations of Portfolio Theo…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Manias, Panics and Crashes (1978)Manias, Panics and CrashesShaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper) (1974)Shaw, Edward S., Financial De…Money and Capital in Economic Development. (1974)Money and Capital in Economic…Money and Capital in Economic Development. (1974)Money and Capital in Economic…Financial deepening in economic development (1974)Financial deepening in econom…Determinants of bank efficiency in developed (G7) and developing (E7) countries: role of regulatory and economic environment (2024)Determinants of bank efficien…Revisiting Islamic banking efficiency using multivariate adaptive regression splines (2022)Revisiting Islamic banking ef…The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China (2020)The performance of bidding co…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)On the mechanics of economic development (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Reaching out: Access to and use of banking services across countries (2007)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)How does green finance affect green total factor productivity? Evidence from China (2022)An Introduction to Copulas (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copula Methods in Finance (2004)Goodness-of-fit tests for copulas: A review and a power study (2007)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)The Adaptive Markets Hypothesis (2004)The Failure of Risk Management: Why It's Broken and How to Fix It (2009)Theory of games and economic behavior (2019)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Financial markets in development, and the development of financial markets (1997)A quantitative reassessment of the finance–growth nexus: evidence from a multivariate VAR (1999)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Finance and Growth: Schumpeter Might Be Right (1993)Law, finance, and economic growth in China (2005)Agency for International Development (1978)Finance, entrepreneurship and growth (1993)What matters for financial development? Capital controls, institutions, and interactions (2005)Chapter 6 Institutions as a Fundamental Cause of Long-Run Growth (2005)Finance, inequality and the poor (2007)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inefficient Markets (2000)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2004Finance and Growth: Theory and Evidence3,752 cited
  • 1974Money and Capital in Economic Development.3,711 cited
  • 1974Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper)3,016 cited
  • 2005Chapter 12 Finance and Growth: Theory and Evidence2,885 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 1991Foundations of Portfolio Theory1,129 cited
  • 1974Financial deepening in economic development1,117 cited
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2015Rethinking Financial Deepening707 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
  • 2005Empirical modelling of contagion: a review of methodologies549 cited
  • 1974Money and Capital in Economic Development.504 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2010
Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
424 cited

Cited by

  • 2022Revisiting Islamic banking efficiency using multivariate adaptive regression splines28 cited
  • 2024Determinants of bank efficiency in developed (G7) and developing (E7) countries: role of regulatory and economic environment26 cited
  • 2020The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China18 cited