4 research outputs found
Financial Stress Transmission in EMU Sovereign Bond Market Volatility: A Connectedness Analysis
- Author
- A Alter
- A Ang
- A Dasgupta
- A Kalbaska
- A Ludwig
- A S Duncan
- B Awartania
- B Glover
- D Acemoglu
- D Cronin
- D Gorea
- D Schoenmaker
- Dcrisis*def
- F Chau
- F X Diebold
- F X Diebold
- Fernando Fernnndez Rodrrguez
- Fra Ger
- G Apostolakisa
- G Koop
- G L Kaminsky
- H C Lee
- I C Tsai
- I Goldstein
- J Bai
- J Bai
- J Beirne
- K Forbes
- K Yilmaz
- L Forsberg
- M Billio
- M Dungey
- M G�mez-Puig
- M G�mez-Puig
- M G�mez-Puig
- M G�mez-Puig
- M G�mez-Puig
- M H Pesaran
- M Spiegel
- M Spiegel
- Macrofundamentals
- Marta GGmez-Puig
- N Antonakakis
- N Metieu
- P Claeys
- P K Narayan
- P Masson
- R Engle
- S Barnes
- S Kalemi-Ozcan
- Simmn Sosvilla Rivero
- Sub-Period
- Sub-Period
- Sub-Period
- Sub-Period
- Sub-Period
- T Adrian
- V Const�ncio
- W Wagner
- X Zhou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Connectedness of Stress in EMU Bank and Sovereign CDS: The Role Policy Measures 2008-2014
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Volatility Spillovers in EMU Sovereigns Bond Markets
- Author
- A Kalbaska
- A Ludwig
- A S Duncan
- B Awartania
- B Glover
- D Cronin
- D F Hendry
- D Gorea
- D Schoenmaker
- F Chau
- F X Diebold
- Fernando Fernnndez Rodrrguez
- G Apostolakisa
- G Koop
- H C Lee
- H H Pesaran
- H White
- I C Tsai
- J Beirne
- K Yilmaz
- M Billio
- M Caporin
- M Goldstein
- M G�mez-Puig
- M G�mez-Puig
- M G�mez-Puig
- M G�mez-Puig
- M G�mez-Puig
- Marta GGmez-Puig
- N Antonakakis
- N Metieu
- P K Narayan
- R Dornbusch
- S Barnes
- S Kalemi-Ozcan
- Simmn Sosvilla Rivero
- T S Breusch
- V Const�ncio
- X Zhou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Fear Connectedness Among Asset Classes
- Author
- A Alter
- A Ang
- Adrian Fernandez-Perez
- B Awartania
- B B�y�k?ahin
- B Christenssen
- B Eichengreen
- B Glover
- B Goodman
- B J Blair
- B M Lucey
- C Ciner
- D Acemoglu
- D Cronin
- D G Baur
- D G Mcmillan
- F Chau
- F Fern�ndez-Rodr�guez
- F Fern�ndez-Rodr�guez
- F X Diebold
- F X Diebold
- F X Diebold
- F X Diebold
- G Apostolakisa
- G Bekaert
- G J Jiang
- G Koop
- G Vuillemey
- H C Lee
- H Guo
- I C Tsai
- I Psaradellis
- I U Badshah
- J Batten
- J Beirne
- J Fleming
- J Nikkinen
- J �ij�
- Juliin Andrada FFlix
- K Demeterfi
- K Singleton
- K Yilmaz
- M Demirer
- M G�mez-Puig
- M H Pesaran
- M K Brunnermeier
- M L Liu
- M Solt
- M T Gonzalez-Perez
- N Antonakakis
- N Antonakakis
- P Carr
- P Claeys
- P Giot
- P Jorion
- P K Narayan
- P S Banerjee
- R Aggarwal
- R E Whaley
- R E Whaley
- R L�pez
- R W Kolb
- S Poon
- Simmn Sosvilla Rivero
- T Adrian
- V Bub�k
- V Const�ncio
- X Xu
- X Zhou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study