Asset Market Linkages in Crisis Periods
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Other versions of this item:
- de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan, 2001. "Asset Market Linkages in Crisis Periods," CEPR Discussion Papers 2916, C.E.P.R. Discussion Papers.
- Hartmann, P. & Straetmans, S. & De Vries, C.G., 2001. "Asset Market Linkages in Crisis Periods," Papers 71, Quebec a Montreal - Recherche en gestion.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2001. "Asset market linkages in crisis periods," Working Paper Series 71, European Central Bank.
- Casper De Vries & Philipp Hartman & Stefan Straetmans, 2001. "Asset market linkages in crisis periods," Proceedings 727, Federal Reserve Bank of Chicago.
More about this item
KeywordsFinancial Crises; Systemic Risk; Contagion; Market Crashes; Flight to Quality; Bivariate Extreme Value Analysis; Extreme Co-movements;
- G1 - Financial Economics - - General Financial Markets
- F3 - International Economics - - International Finance
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2001-09-10 (Financial Markets)
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