Anita Suurlaht
Personal Details
First Name: | Anita |
Middle Name: | |
Last Name: | Suurlaht |
Suffix: | |
RePEc Short-ID: | psu480 |
[This author has chosen not to make the email address public] | |
Affiliation
Michael Smurfit Graduate School of Business
School of Business
University College Dublin
Dublin, Irelandhttp://www.smurfitschool.ie/
RePEc:edi:dbucdie (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- John Cotter & Anita Suurlaht, 2018.
"Spillovers in Risk of Financial Institutions,"
Working Papers
201805, Geary Institute, University College Dublin.
- John Cotter & Anita Suurlaht, 2019. "Spillovers in risk of financial institutions," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1765-1792, November.
- Gregory Connor & Anita Suurlaht, 2012.
"Dynamic Stock Market Covariances in the Eurozone,"
Economics Department Working Paper Series
n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- Connor, Gregory & Suurlaht, Anita, 2013. "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
Articles
- John Cotter & Anita Suurlaht, 2019.
"Spillovers in risk of financial institutions,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1765-1792, November.
- John Cotter & Anita Suurlaht, 2018. "Spillovers in Risk of Financial Institutions," Working Papers 201805, Geary Institute, University College Dublin.
- Connor, Gregory & Suurlaht, Anita, 2013.
"Dynamic stock market covariances in the Eurozone,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
- Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- John Cotter & Anita Suurlaht, 2018.
"Spillovers in Risk of Financial Institutions,"
Working Papers
201805, Geary Institute, University College Dublin.
- John Cotter & Anita Suurlaht, 2019. "Spillovers in risk of financial institutions," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1765-1792, November.
Cited by:
- Dorian Noel & Prosper Bangwayo-Skeete & Justin Robinson & Michael Brei, 2021.
"Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean,"
Post-Print
hal-03592667, HAL.
- Noel, Dorian M. & Bangwayo-Skeete, Prosper F. & Brei, Michael & Robinson, Justin, 2021. "Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022.
"Predicting tail events in a RIA-EVT-Copula framework,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
- Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Predicting tail events in a RIA-EVT-Copula framework," Papers 2004.03190, arXiv.org, revised Apr 2020.
- Cipollini, Andrea & Mikaliunaite, Ieva, 2020. "Macro-uncertainty and financial stress spillovers in the Eurozone," Economic Modelling, Elsevier, vol. 89(C), pages 546-558.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022.
"Sector connectedness in the Chinese stock markets,"
Empirical Economics, Springer, vol. 62(2), pages 825-852, February.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Sector connectedness in the Chinese stock markets," Papers 2002.09097, arXiv.org.
- Pacelli, Vincenzo & Miglietta, Federica & Foglia, Matteo, 2022. "The extreme risk connectedness of the new financial system: European evidence," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Gregory Connor & Anita Suurlaht, 2012.
"Dynamic Stock Market Covariances in the Eurozone,"
Economics Department Working Paper Series
n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- Connor, Gregory & Suurlaht, Anita, 2013. "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
Cited by:
- Aviral Kumar Tiwari & Mihai Ioan Mutascu & Claudiu Tiberiu Albulescu, 2016.
"Continuous wavelet transform and rolling correlation of European stock markets,"
Post-Print
hal-03528475, HAL.
- Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016. "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 237-256.
- Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 286-299.
- Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018.
"Models with Multiplicative Decomposition of Conditional Variances and Correlations,"
CREATES Research Papers
2018-14, Department of Economics and Business Economics, Aarhus University.
- Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers 07/2018, NIPE - Universidade do Minho.
- Gregory Connor & Anita Suurlaht, 2012.
"Dynamic Stock Market Covariances in the Eurozone,"
Economics Department Working Paper Series
n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- Connor, Gregory & Suurlaht, Anita, 2013. "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
- Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014. "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 435-447.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2018.
"Impact of the Credit Rating Revision on the Eurozone Stock Markets,"
MPRA Paper
89152, University Library of Munich, Germany, revised 2018.
- Mohamed Ali Trabelsi & Salma Hmida, 2019. "Impact of the Credit Rating Revision on the Eurozone Stock Markets," Journal Transition Studies Review, Transition Academia Press, vol. 26(1), pages 3-14.
- Bartram, Söhnke M. & Wang, Yaw-Huei, 2015. "European financial market dependence: An industry analysis," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 146-163.
- Virk, Nader & Javed, Farrukh, 2017. "European equity market integration and joint relationship of conditional volatility and correlations," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 53-77.
- Sakemoto, Ryuta, 2023. "The long-run risk premium in the intertemporal CAPM: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017. "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 193-213.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2017.
"A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets,"
MPRA Paper
83718, University Library of Munich, Germany, revised 2017.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2018. "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper 115852, University Library of Munich, Germany, revised 0218.
- Qifa Xu & Junqing Zuo & Cuixia Jiang & Yaoyao He, 2021. "A large constrained time‐varying portfolio selection model with DCC‐MIDAS: Evidence from Chinese stock market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3417-3435, July.
- Elena, Radu (Grigorie), 2022. "Financial Stability, The Objective Of Development Financial Markets," Management Strategies Journal, Constantin Brancoveanu University, vol. 55(1), pages 144-149.
- Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori, 2016. "Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets," Applied Economics, Taylor & Francis Journals, vol. 48(40), pages 3789-3803, August.
- Xu, Qifa & Chen, Lu & Jiang, Cuixia & Yuan, Jing, 2018. "Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 13-31.
- Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017.
"Co-movements and contagion between international stock index futures markets,"
Empirical Economics, Springer, vol. 52(4), pages 1529-1568, June.
- Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2016. "Co-movements and contagion between international stock index futures markets," Post-Print halshs-01388618, HAL.
- Ghysels, Eric & Qian, Hang, 2019. "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, vol. 9(C), pages 1-16.
- Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2015. "Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach," Post-Print hal-01376756, HAL.
Articles
- John Cotter & Anita Suurlaht, 2019.
"Spillovers in risk of financial institutions,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1765-1792, November.
See citations under working paper version above.
- John Cotter & Anita Suurlaht, 2018. "Spillovers in Risk of Financial Institutions," Working Papers 201805, Geary Institute, University College Dublin.
- Connor, Gregory & Suurlaht, Anita, 2013.
"Dynamic stock market covariances in the Eurozone,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EEC: European Economics (2) 2012-07-23 2018-03-12
- NEP-BAN: Banking (1) 2018-03-12
- NEP-CBA: Central Banking (1) 2018-03-12
- NEP-CFN: Corporate Finance (1) 2018-03-12
- NEP-FMK: Financial Markets (1) 2012-07-23
- NEP-RMG: Risk Management (1) 2018-03-12
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