//--> //--> //--> //-->
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"
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:"Contagion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial crisis
14
Ansteckungseffekt
13
Contagion effect
13
Finanzkrise
13
Aktienmarkt
6
Contagion
6
Stock market
6
Contagion testing
5
Coskewness
5
Covolatility
5
Lagrange multiplier tests
5
Statistical test
5
Statistischer Test
5
Co-skewness
4
Financial crises
4
Theorie
4
Theory
4
Co-kurtosis
3
Co-volatility
3
Cokurtosis
3
Debt crisis
3
Delta hedging
3
EU countries
3
EU-Staaten
3
Estimation
3
European debt crisis
3
Exchange options
3
Extremal dependence
3
Schuldenkrise
3
Schätzung
3
Argentinian crisis
2
Asian crisis
2
Bayes-Statistik
2
Bayesian inference
2
Bayesian model comparison
2
Brazil crisis
2
Business cycle
2
Börsenkurs
2
Capital market returns
2
Correlation
2
more ...
less ...
Online availability
All
Free
10
Undetermined
6
Type of publication
All
Book / Working Paper
10
Article
8
Type of publication (narrower categories)
All
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
6
Article in journal
6
Aufsatz in Zeitschrift
6
Working Paper
6
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
14
Undetermined
4
Author
All
Fry-McKibbin, Renée
Caporale, Guglielmo Maria
38
Fratzscher, Marcel
34
Kenourgios, Dimitris
32
Beirne, John
30
Spagnolo, Nicola
30
Allen, Franklin
29
Dungey, Mardi H.
29
Fecht, Falko
28
Aldasoro, Iñaki
26
Georg, Co-Pierre
26
Schmukler, Sergio L.
26
Ehrmann, Michael
24
Corbet, Shaen
23
Hsiao, Cody Yu-Ling
23
Anand, Kartik
21
Babus, Ana
21
Bekaert, Geert
21
Lux, Thomas
21
Faia, Ester
20
Gallegati, Mauro
20
Richardson, Gary
20
Baur, Dirk G.
19
Dungey, Mardi
19
Gai, Prasanna
19
Hartmann, Philipp
19
Hałaj, Grzegorz
19
Kok Sørensen, Christoffer
19
Rigobón, Roberto
19
Battiston, Stefano
18
Flavin, Thomas J.
18
Giudici, Paolo
18
Gouriéroux, Christian
18
Kapadia, Sujit
18
Rigobon, Roberto
18
Wheelock, David C.
18
Acemoglu, Daron
17
Bacchetta, Philippe
17
Kok, Christoffer
17
Kraft, Holger
17
more ...
less ...
Institution
All
Crawford School of Public Policy, Australian National University
2
Published in...
All
CAMA working paper series
8
CAMA Working Papers
2
Journal of banking & finance
2
Econometric reviews
1
Journal of Banking & Finance
1
Open Economies Review
1
Open economies review
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
RePEc
4
Showing
1
-
10
of
18
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
Extremal dependence tests for
contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
4
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:
5
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:
6
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:
7
Extremal dependence and
contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
8
Capital market liberalization and equity market interdependence
Fry-McKibbin, Renée
;
Yan, Ziyu
-
2020
Persistent link: https://www.econbiz.de/10012225249
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...
//-->