Concepedia
SSRN Electronic Journal · 2014 · 27 citations · 6 references
Open access
6
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
Francis X. Diebold, Kamil Yılmaz · SSRN Electronic Journal · 2008 · 509 citations · Full text
A New Approach to Measuring Financial Contagion
Kee‐Hong Bae, George Andrew Karolyi, René M. Stulz · SSRN Electronic Journal · 2000 · 159 citations · Full text
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
Rabah Arezki, Bertrand Candelon, Amadou Sy · SSRN Electronic Journal · 2011 · 83 citations · Full text
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Javier Alvarez de Pedro, Manuel Arellano · SSRN Electronic Journal · 1999 · 39 citations · Full text
Random Effects, Dynamic Economic Model, Economics +13
What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
Joshua Aizenman, Michael M. Hutchison, Yothin Jinjarak · SOAS Research Online (SOAS University of London) · 2011 · 25 citations