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A new way of measuring effects of financial crisis on contagion in currency markets
16 references·0 citing·41 second hop
A new way of measuring effects of financial crisis on contagion in currency markets (2023)A new way of measuring effects of financi…What determines bitcoin exchange prices? A network VAR approach (2018)What determines bitcoin excha…Systemic Banking Crises Revisited (2018)Systemic Banking Crises Revis…How likely is contagion in financial networks? (2014)How likely is contagion in fi…Measuring contagion between energy market and stock market during financial crisis: A copula approach (2012)Measuring contagion between e…Financial Networks and Contagion (2012)Financial Networks and Contag…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Complexity, concentration and contagion (2011)Complexity, concentration and…Safe Haven Currencies (2010)Safe Haven CurrenciesNetwork models and financial stability (2007)Network models and financial …Measuring financial contagion: A Copula approach (2007)Measuring financial contagion…A tool for filtering information in complex systems (2005)A tool for filtering informat…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…International Financial Contagion (2001)International Financial Conta…Sources of Contagion Finance or Trade? (1999)Sources of Contagion Finance …Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Practical Data Analysis for Designed Experiments (1998)Practical Data Analysis for D…Leading Indicators of Currency Crises (1998)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)On crises, contagion, and confusion (2000)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Capital flow waves: Surges, stops, flight, and retrenchment (2012)The Global Crisis and Equity Market Contagion (2014)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Investigating the structure of semantic networks in low and high creative persons (2014)Multifractal analysis of financial markets: a review (2019)Investigating the performance of exploratory graph analysis and traditional techniques to identify the number of latent factors: A simulation and tutorial. (2020)Credit Rationing in Markets with Imperfect Information (1981)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Macroprudential Approach to Financial Regulation (2011)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)A review of copula models for economic time series (2012)Forecasting: theory and practice (2022)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Aggregate Confusion: The Divergence of ESG Ratings (2019)Bank Runs, Deposit Insurance, and Liquidity (1983)Systemic Risk and Stability in Financial Networks (2015)Contagion in Financial Networks (2016)Credit Cycles (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)Does Deposit Insurance Increase Banking System Stability? (2000)Contagion in financial networks (2010)Systemic risk in banking ecosystems (2011)Random matrix approach to cross correlations in financial data (2002)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
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References

  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 1999Hierarchical structure in financial markets2,104 cited
  • 2012Financial Networks and Contagion1,270 cited
  • 2007Network models and financial stability934 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2007Measuring financial contagion: A Copula approach826 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 1999Sources of Contagion Finance or Trade?523 cited
  • 2010Safe Haven Currencies509 cited
  • 2001International Financial Contagion491 cited
  • 2018Systemic Banking Crises Revisited298 cited
  • 1998Practical Data Analysis for Designed Experiments275 cited
  • 2012Measuring contagion between energy market and stock market during financial crisis: A copula approach273 cited
  • 2018What determines bitcoin exchange prices? A network VAR approach

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