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Extreme coexceedances in new EU member states' stock markets · Study

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ArticleExtreme coexceedances in new EU member states' stock markets

Charlotte Christiansen2009

OA

Articlegreen2009

Extreme coexceedances in new EU member states' stock markets

Charlotte Christiansen · Angelo Ranaldo

72 citations·0/0 files stored·Alexandria (UniSG) (University of St.Gallen)

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1985Does the Stock Market Overreact?2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1961A Theory of Optimum Currency Areas 2001Extreme Correlation of International Equity Markets 1998The Endogenity of the Optimum Currency Area Criteria 1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets 1996Inflows of Capital to Developing Countries in the 1990s

Cited by

2012Integration of European Bond Markets 2017Contagion Risk in Global Banking Sector 2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 2010Contagion risk in the Australian banking and property sectors 2012Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries 2019Time-Varying Dependence in European Equity Markets: A Contagion and Investor Sentiment Driven Analysis

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Details

Year2009

Typearticle

Published2009-06-01

VenueAlexandria (UniSG) (University of St.Gallen)

Languageen

Citations72

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jbankfin.2008.10.014

openalex_workW3124103993

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2017Investor sentiment, flight-to-quality, and corporate bond comovement

2019Interindustry volatility spillover effects in China’s stock market

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