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Transmission of Financial Crises and Contagion: A Latent Factor Approach
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- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306, Decembrie.
- Fratzscher, Marcel, 2012.
"Capital flows, push versus pull factors and the global financial crisis,"
Journal of International Economics, Elsevier, vol. 88(2), pages 341-356.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series 1364, European Central Bank.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers 17357, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers 8496, C.E.P.R. Discussion Papers.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017.
"Joint tests of contagion with applications to financial crises,"
CAMA Working Papers
2017-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017. "Joint tests of contagion with applications to financial crises," CAMA Working Papers 2017-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020. "The international dimension of an incomplete EMU," Working Paper Series 2459, European Central Bank.
- Dungey, Mardi & Gajurel, Dinesh, 2014.
"Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies,"
Economic Systems, Elsevier, vol. 38(2), pages 161-177.
- Dungey, Mardi & Gajurel, Dinesh, 2013. "Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies," Working Papers 17213, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
- Hee Soo Lee & Tae Yoon Kim, 2022. "A new analytical approach for identifying market contagion," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-35, December.
- Demosthenes Ioannou & Maria Sole Pagliari & Livio Stracca, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015.
"Endogenous crisis dating and contagion using smooth transition structural GARCH,"
Journal of Banking & Finance, Elsevier, vol. 58(C), pages 71-79.
- Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012. "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series 312, Quantitative Finance Research Centre, University of Technology, Sydney.
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers 15030, University of Tasmania, Tasmanian School of Business and Economics, revised 29 Aug 2012.
- Forbes, Kristin J. & Warnock, Francis E., 2012.
"Capital flow waves: Surges, stops, flight, and retrenchment,"
Journal of International Economics, Elsevier, vol. 88(2), pages 235-251.
- Kristin J. Forbes & Francis E. Warnock, 2011. "Capital Flow Waves: Surges, Stops, Flight, and Retrenchment," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Kristin J. Forbes & Francis E. Warnock, 2011. "Capital Flow Waves: Surges, Stops, Flight, and Retrenchment," NBER Working Papers 17351, National Bureau of Economic Research, Inc.
- Ms. Brenda Gonzalez-Hermosillo & Mr. Christian A Johnson, 2014. "Transmission of Financial Stress in Europe: The Pivotal Role of Italy and Spain, but not Greece," IMF Working Papers 2014/076, International Monetary Fund.
- Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Oyun Erdene-Urnukh, 2016. "Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy," South African Journal of Economics, Economic Society of South Africa, vol. 84(3), pages 364-399, September.
- Kristin Forbes, 2012. "The "Big C": Identifying Contagion," NBER Working Papers 18465, National Bureau of Economic Research, Inc.
- Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
- Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Wael & Anastasiou, Dimitris & Awijen, Haithem, 2024. "Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025. "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series 3050, European Central Bank.
- Alanya-Beltran Willy, 2023. "Modelling volatility dependence with score copula models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(5), pages 649-668, December.
- González-Hermosillo, Brenda & Johnson, Christian, 2017. "Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece," Journal of Economics and Business, Elsevier, vol. 90(C), pages 49-64.
- Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2012.
"Survival of Hedge Funds : Frailty vs Contagion,"
Working Papers
2012-36, Center for Research in Economics and Statistics.
- Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2013. "Survival of Hedge Funds: Frailty vs Contagion," Post-Print hal-01632897, HAL.
- Ms. Edda Zoli, 2013. "Italian Sovereign Spreads: Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions," IMF Working Papers 2013/084, International Monetary Fund.
- Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022. "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers acp2022-07, Reserve Bank of Australia, revised Dec 2022.
- Oussama Kchaou & Makram Bellalah & Sofiane Tahi, 2022. "Transmission of the Greek crisis on the sovereign debt markets in the euro area," Annals of Operations Research, Springer, vol. 313(2), pages 1117-1139, June.
- Toan Luu Duc Huynh, 2019. "Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas," JRFM, MDPI, vol. 12(2), pages 1-19, April.
- International Monetary Fund, 2011. "Italy: Selected Issues," IMF Staff Country Reports 2011/176, International Monetary Fund.
- Costa, Antonio & Matos, Paulo & da Silva, Cristiano, 2022. "Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics," Finance Research Letters, Elsevier, vol. 45(C).
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Junyi Shi, 2020. "Re-Measurement Of Short-Term International Capital Flows And Its Application: Evidence From China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1645-1665, December.