Spillover effects and conditional dependence
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- Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Financial integration in small Islands: The case of Cyprus," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 201-219.
- repec:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0308-5 is not listed on IDEAS
- repec:eee:reveco:v:56:y:2018:i:c:p:421-437 is not listed on IDEAS
- Koulakiotis, Athanasios & Dasilas, Apostolos & Papasyriopoulos, Nicholas, 2009. "Volatility and error transmission spillover effects: Evidence from three European financial regions," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 858-869, August.
- Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2014.
"Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers,"
International Review of Financial Analysis,
Elsevier, vol. 35(C), pages 118-127.
- Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2012. "Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers," MPRA Paper 40003, University Library of Munich, Germany.
- repec:bla:ausecp:v:56:y:2017:i:2:p:134-162 is not listed on IDEAS
- Wang, Kehluh & Chen, Yi-Hsuan & Huang, Szu-Wei, 2011. "The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 654-664, October.
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