CORE
🇺🇦Â
 make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
9 research outputs found
Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach
Author
A Ang
A Rua
+20Â more
A Smith
A Timmermann
C Croux
D Peel
D Pelletier
IL MacDonald
J Bulla
J Hamilton
JM Maheu
JS Cho
L Laloux
M Billio
M Guidolin
MN Syllignakis
PA Reigneron
S Edwards
S Gray
T Rydén
Y Guedon
Y Hong
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries
Author
A Vasilev
B Harrison
+22Â more
B Maćkowiak
C Keppel
D Serwa
G Koop
GM Costaiche
H Park
J Hájek
M Feldkircher
MH Pesaran
MH Pesaran
MH Pesaran
MH Pesaran
MN Syllignakis
OB Kucharcuková
P Hlavacek
R Horvath
S Benkovskis
S Dees
S Johansen
S Leybourne
SG Pantula
V Rao
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Liquidity in the German Stock Market
Author
A Bonfiglioli
A Frino
+24Â more
A Rua
AR Admati
F Black
GA Karolyi
GM Caporale
H Bessembinder
J Angel
J Bao
J Hengelbrock
J Lakonishok
JJ Angel
K-H Lee
M Copeland
MK Brunnermeier
MN Syllignakis
P Brockman
R Huang
S Jank
T Chordia
T Chordia
T Johann
W Newey
Y Amihud
Z Zhang
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Volatility spillovers among global stock markets: measuring total and directional effects
Author
B Bradley
F Caccioli
+21Â more
FX Diebold
FX Diebold
G Bekaert
G-J Wang
G-J Wang
Jorge Luis Hurtado-Guarin
Jose Eduardo Gomez-Gonzalez
KJ Forbes
Luis Fernando Melo-Velandia
MN Syllignakis
R Engle
RF Engle
S Gamba-Santamaria
S-Y Yang
Santiago Gamba-Santamaria
T Bollerslev
TC Chiang
WK Newey
X Zhou
Y AĂŻt-Sahalia
Y Cai
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
A Dynamic Conditional Correlation Analysis-Based Approach to Test Financial Contagion in Developing Markets
Author
AM Masih
B Arshanapalli
+29Â more
B Arshanapalli
B Boyer
B Karim
BA Karim
C Hwahsin
G Corsetti
GL Kaminsky
I Francis
J Yang
JH Cho
K Chan
K Forbes
K Naoui
K Naoui
M Billio
M Gallegati
M Goldstein
MH Ibrahim
MN Syllignakis
MSA Majid
MSA Majid
R Engle
RM Yusof
S Celik
S Kim
SB Lee
TC Chiang
X Wen
YL Cheung
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Nonparametric estimation of time varying correlation coefficient
Author
A Grane
A Lucas
+32Â more
C Brownlees
CO Wu
CO Wu
D Ruppert
D Tjostheim
D Wied
D Wied
DWK Andrews
G Filis
G Girardi
H White
HC Lee
J Opsomer
JE Choi
K Li
L Tian
MN Syllignakis
N Antonakakis
P Galeano
Q Li
R van der Weide
RF Engle
RF Engle
SH Kang
T Bollerslev
V Lacal
X Jin
X Liu
Z Cai
Z Cai
Z Cai
Z Cai
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets
Author
A Creti
A Dwyer
+42Â more
A Silvennoinen
A Vivian
B Algieri
B Awartani
B AydoÄźan
BT Ewing
C Gardebroek
C Hafner
C Le
D Lien
E Bouri
F Malik
F Malik
H Boubaker
K Choi
K Yilmaz
KS Thuraisamy
L Ghalayini
MHE Arouri
MN Syllignakis
N Raza
P Sadorsky
P Sadorsky
P Sadorsky
P Singh
Q Ji
RF Engle
RF Engle
S Kumar
S Lahmiri
S Miklaszewicz
S Nazlioglu
S Teresa
SA Basher
SA Hassan
SJ Jordan
T Bollerslev
T Bollerslev
T Grammatikos
W Haixia
W Mensi
X Du
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Co-movements and contagion between international stock index futures markets
Author
A Grinsted
A Rua
+73Â more
A Rua
AA Jayasuriya
AAA Khalifa
AK Tiwari
AK Tiwari
Aviral Kumar Tiwari
BA Karim
BA Karim
BT Ewing
C Aloui
C Torrence
C Torrence
ChK Tse
Claudiu Tiberiu Albulescu
D Dimitriou
D Kenourgios
D Rittler
Daniel Goyeau
DB Percival
F Benhmad
F Climent
F In
F Longin
G Bonanno
G Connor
G Tamakoshi
GG Booth
H Markowitz
HS Lee
I Daubechies
IG Kawaller
J Boudoukh
J Fernández-Macho
J Kiviaho
J Lin
J Yang
K Chan
K Sergey
KG Becker
KJ Forbes
L Aguiar-Conraria
L Baele
L Cappiello
L Loh
L Sarno
LCG Rogers
M Gallegati
M Garman
M Graham
M Graham
M Graham
M Ranta
M-S Pan
MEH Arouri
MN Syllignakis
MS Yiu
N Todorova
N Vandewalle
NPB Bollen
P Giot
P Longin
P Mukherjee
P-K Huang
R Aggarwal
R Engle
R Gençay
S Voronkova
SJ Lee
T Choudhry
T Korkmaz
T Syriopoulos
T Syriopoulos
W Ahmad
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
Author
A Ang
A Hatemi-J
+82Â more
A Kyle
A Pais
A Samitas
C Hui
C Reinhart
C Reinhart
C van Rijckeghen
Chrismin Tang
Cody Yu-Ling Hsiao
CR Harvey
CY Hsiao
D Baur
D Baur
D Collins
D Kenourgios
D Pelletier
D Serwa
DG Baur
DH Kim
E Essaadi
E Sojli
F Caramazza
FA Longstaff
FX Diebold
G Caprio
G Cifarelli
GA Calvo
Gallegati
GL Kaminsky
GM Caporale
H Jang
HH AuYong
International Monetary Fund
JD Hamilton
JK Galbraith
K Choe
K Matsuyama
K Naoui
K Saleem
K Yuan
KJ Forbes
M Arghyrou
M Billio
M Billio
M Boschi
M Briere
M Dungey
M Dungey
M Dungey
M Dungey
M Goldstein
M Goldstein
M Guidolin
M Kasch
M King
M Mink
MA Kose
MH Kabir
MN Syllignakis
MP Munoz
MT Hon
N Metiu
O Loisel
P Horta
P Krugman
P Masson
PR Lane
R de Haas
R Glick
R Kali
R Rigobon
R Susmel
RA Fry
Renée Fry-McKibbin
RG Gelos
S Celik
S Wälti
T Gravelle
TC Chiang
TPW Fong
V Miller
X Wen
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref