Spatial Linkages in International Financial Markets
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Other versions of this item:
- 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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- Stephen C. Vogt, 1994. "The Cash Flow/investment Relationship: Evidence from U.S. Manufacturing Firms," Financial Management, Financial Management Association, vol. 23(2), Summer.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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,"
Journal of Applied Econometrics,
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.
- Mate-Sanchez, Mariluz & López Hernández, Fernando A. & Lacambra, Jesus Mur, 2012. "Analyzing long-term average adjustment of financial ratios with spatial interactions," Economic Modelling, Elsevier, vol. 29(4), pages 1370-1376.
- Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016.
"Spillover dynamics for systemic risk measurement using spatial financial time series models,"
Journal of Econometrics,
Elsevier, vol. 195(2), pages 211-223.
- Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100632, Verein für Socialpolitik / German Economic Association.
- 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.
- repec:bpj:jossai:v:3:y:2015:i:5:p:463-471:n:7 is not listed on IDEAS
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
- Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013. "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, vol. 44(2), pages 761-774, April.
- 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).
More about this item
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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