Extreme risk connectedness among global major financial institutions: Links to globalization and emerging market fear

Author:

Liao Yin,Pan Zheyao

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Telling from discrete data whether the underlying continuous-time model is a diffusion;Aït-Sahalia;J. Finance,2002

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3. Financial risk meter for emerging markets;Amor;Res. Int. Bus. Finance,2022

4. An empirical investigation of continuous-time equity return models;Andersen;J. Finance,2002

5. Continuous-time models, realized volatilities and testable distributional implications for daily stock returns;Andersen;J. Appl. Econometrics,2010

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