//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fry-McKibbin, Renée"
~subject:"Ansteckungseffekt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Finanzkrise"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Ansteckungseffekt
Financial crisis
17
Finanzkrise
17
Contagion effect
13
Aktienmarkt
5
Estimation
5
Lagrange multiplier tests
5
Schätzung
5
Statistical test
5
Statistischer Test
5
Stock market
5
Coskewness
4
Covolatility
4
Theorie
4
Theory
4
USA
4
United States
4
Co-skewness
3
Cokurtosis
3
Contagion
3
Contagion testing
3
Debt crisis
3
EU countries
3
EU-Staaten
3
Impact assessment
3
Schock
3
Schuldenkrise
3
Shock
3
Wirkungsanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Bayesian model comparison
2
Business cycle
2
Capital market returns
2
Co-kurtosis
2
Co-volatility
2
Delta hedging
2
Entropy
2
European debt crisis
2
European financial crisis
2
more ...
less ...
Online availability
All
Free
7
Undetermined
4
Type of publication
All
Book / Working Paper
7
Article
6
Type of publication (narrower categories)
All
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Article in journal
6
Aufsatz in Zeitschrift
6
Working Paper
6
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
13
Author
All
Fry-McKibbin, Renée
Dungey, Mardi H.
26
Kenourgios, Dimitris
24
Allen, Franklin
19
Hsiao, Cody Yu-Ling
16
Schmukler, Sergio L.
16
Bekaert, Geert
14
Flavin, Thomas J.
14
Fratzscher, Marcel
14
Ehrmann, Michael
13
Samitas, Aristeidis
13
Kok Sørensen, Christoffer
12
Anand, Kartik
11
Battiston, Stefano
11
Gai, Prasanna
11
Georg, Co-Pierre
11
Giudici, Paolo
11
Richardson, Gary
11
Rose, Andrew
11
Spiegel, Mark
11
Wheelock, David C.
11
Acemoglu, Daron
10
Aldasoro, Iñaki
10
Babus, Ana
10
Bacchetta, Philippe
10
Baur, Dirk G.
10
Corbet, Shaen
10
Farmer, J. Doyne
10
Mehl, Arnaud
10
Rigobón, Roberto
10
Siklos, Pierre L.
10
Tahbaz-Salehi, Alireza
10
Caccioli, Fabio
9
Covi, Giovanni
9
Dimitriou, Dimitrios
9
Heinlein, Reinhold
9
Martin, Vance
9
Niepmann, Friederike
9
Ozdaglar, Asuman E.
9
Park, Cyn-Young
9
more ...
less ...
Published in...
All
CAMA working paper series
7
Journal of banking & finance
2
Econometric reviews
1
Open economies review
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Fry-McKibbin, Renée
;
Greenwood-Nimmo, Matthew
;
Hsiao, …
-
2021
Persistent link: https://www.econbiz.de/10012586199
Saved in:
2
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
3
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746864
Saved in:
4
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
Persistent link: https://www.econbiz.de/10011746865
Saved in:
5
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
6
Joint tests of contagion with applications
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10012194667
Saved in:
7
A regime switching skew-normal model of contagion
Chan, Joshua
;
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012054868
Saved in:
8
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
9
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 626-649
Persistent link: https://www.econbiz.de/10012040398
Saved in:
10
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
-
2013
Persistent link: https://www.econbiz.de/10009788794
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->