Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach

Published:2018-05-09 Issue:47 Volume:50 Page:5031-5049
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Bekiros Stelios¹²³,Hammoudeh Shawkat⁴⁵,Jammazi Rania⁶,Nguyen Duc Khuong³⁷^ORCID

Affiliation:

1. European University Institute, Florence, Italy

2. Athens University of Economics and Business (AUEB), Athens, Greece

3. IPAG Business School, Paris, France

4. Lebow College of Business, Drexel University, Philadelphia, PA, USA

5. Montpellier Business School, Montpellier, France

6. University of Sousse, Sousse, Tunisia

7. Indiana University School of Public and Environmental Affairs, Bloomington, IN, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2018.1470313

Reference43 articles.

1. EMU and European government bond market integration

2. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations

3. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion

4. The pricing of sovereign risk and contagion during the European sovereign debt crisis

5. Time-Varying World Market Integration

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Quantile coherency across bonds, commodities, currencies, and equities;Journal of Commodity Markets;2024-03

2. Oil shocks and financial stability in MENA countries;Resources Policy;2024-02

3. Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic;Economic Analysis and Policy;2022-03

4. Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis;Research in International Business and Finance;2022-01

5. Quantile Coherency across Bonds, Commodities, Currencies, and Equities;SSRN Electronic Journal;2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3