Search
Add filters:
Use filters to refine the search results.
Results 1-8 of 8 (Search time: 0.011 seconds).
- previous
- 1
- next
Item hits:
Issue Date | Title | Author(s) |
---|---|---|
2002 | A test for volatility spillovers | Sola, M; Spagnolo, F; Spagnolo, N |
2005 | Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis | Arestis, P; Caporale, GM; Cipollini, A; Spagnolo, N |
2002 | Are currency crises self-fulfilling? The case of Argentina | Boinet, V; Napolitano, O; Spagnolo, N |
2005 | Stock market integration and European Monetary Union | Davis, EP; Ioannidis, C; Spagnolo, N |
2009 | Volatility spillovers and contagion from mature to emerging stock markets | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
2004 | Measuring Half-Lives Using A Non-Parametric Bootstrap Approach | Caporale, GM; Cerrato, M; Spagnolo, N |
Discover
Subject
- 1 Contagion
- 1 Contagion, Financial Crises, Cond...
- 1 Currency crises, multiple equilib...
- 1 Emerging markets
- 1 Interest rate; Volatility; Exchan...
- 1 Markov switching, GARCH, Volatili...
- 1 Purchasing Power Parity (PPP), Ha...
- 1 Stock markets
- 1 Unbiased Estimator, Non-Parametri...
- 1 Volatility spillovers
- next >