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Silicon Valley Bank bankruptcy and Stablecoins stability
16 references·2 citing·43 second hop
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2011Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets391 cited
  • 2011Financial contagion and the real economy334 cited
  • 2012The more contagion effect on emerging markets: The evidence of DCC-GARCH model278 cited
  • 2011DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS186 cited
  • 2022Volatility Spillovers Across NFTs News Attention and Financial Markets174 cited
  • 2014Contagion of the Global Financial Crisis and the real economy: A regional analysis166 cited
  • 2021Covid-19 pandemic and spillover effects in stock markets: A financial network approach135 cited
  • 2012Exchange rates and oil prices: A multivariate stochastic volatility analysis128 cited
  • 2010Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil109 cited
  • 2020Quantifying the spillover effect in the cryptocurrency market108 cited

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2015
Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis
97 cited
  • 2023Responses of US equity market sectors to the Silicon Valley Bank implosion91 cited
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    • 2024Financial contagion in cryptocurrency exchanges: Evidence from the FTT collapse28 cited
    • 2024Break a peg! A study of stablecoin co-instability24 cited