Spatial Linkages in International Financial Markets
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- Viviana Fernandez, 2011. "Spatial linkages in international financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 237-245.
References listed on IDEAS
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- Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013.
"A spatial analysis of international stock market linkages,"
Journal of Banking & Finance,
Elsevier, vol. 37(12), pages 4738-4754.
- Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Knut Wicksell Working Paper Series 2013/3, Lund University, Knut Wicksell Centre for Financial Studies.
- Keiler, Sebastian & Eder, Armin, 2013. "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers 01/2013, Deutsche Bundesbank.
- Leopoldo Catania & Anna Gloria Billé, 2017.
"Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances,"
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John Wiley & Sons, Ltd., vol. 32(6), pages 1178-1196, September.
- Leopoldo Catania & Anna Gloria Bill'e, 2016. "Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Papers 1602.02542, arXiv.org, revised Nov 2016.
- Leopoldo Catania & Anna Gloria Billé, 2016. "Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," CEIS Research Paper 375, Tor Vergata University, CEIS, revised 31 Mar 2016.
- Tam, Pui Sun, 2014. "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 304-327.
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"Spillover dynamics for systemic risk measurement using spatial financial time series models,"
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- Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
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- repec:aen:journl:ej38-5-haldru is not listed on IDEAS
- Girum Dagnachew Abate & Niels Haldrup, 2017. "Space-time modeling of electricity spot prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-12-08 (All new papers)
- NEP-GEO-2007-12-08 (Economic Geography)
- NEP-URE-2007-12-08 (Urban & Real Estate Economics)
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