SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Measurement of contagion in banks’ equity prices · Study

ArticleShelves

ArticleMeasurement of contagion in banks’ equity prices

Reint Gropp2004

Article2004

Measurement of contagion in banks’ equity prices

Reint Gropp · Gerard A. Moerman

136 citations·0/0 files stored·Journal of International Money and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 136 citations exist upstream.

References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2001Extreme Correlation of International Equity Markets 1990Correlations in Price Changes and Volatility across International Stock Markets 1990Transmission of Volatility between Stock Markets 2002Asymmetric correlations of equity portfolios 1989Transmission of Volatility Between Stock Markets 2003A New Approach to Measuring Financial Contagion 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility

Cited by

2005Banking System Stability: A Cross-Atlantic Perspective 2014What factors drive systemic risk during international financial crises?2005Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements 2012Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful 2015Extremal dependence tests for contagion 2021Systemic risk measures and regulatory challenges

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Empirical Studies on Asset Pricing and Banking in the Euro Areathesis · 15 shared references 2006Price and Volatility Transmission across Bordersarticle · 12 shared references 2013Volatility Threshold Dynamic Conditional Correlations: An International Analysisarticle · 11 shared references 2005Coexceedances in financial markets—a quantile regression analysis of contagionarticle · 10 shared references 2008Extreme US stock market fluctuations in the wake of 9/11article · 10 shared references 2004The simple economics of bank fragilityarticle · 9 shared references

Details

Year2004

Typearticle

Published2004-04-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations136

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1016/j.jimonfin.2004.01.005

openalex_workW3123372097

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2009The Changing Geography of Banking and Finance

2010Cross‐Border Exposures and Financial Contagion