Department of Economics
University of Athens
University of Ioannina - Department of Economics
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global financial crisis, asset markets, contagion, asymmetric dynamic conditional correlations
File name: SSRN-id2619692.
global financial crisis; asset markets; contagion; asymmetric dynamic conditional correlations
Exchange rates, Uncovered interest-rate parity, Contagion, Financial crises, Dynamic conditional correlation
Market microstructure, VPIN, Volatility forecasting
Islamic finance, Financial contagion, Global financial crisis, Eurozone sovereign debt crisis, Dynamic conditional correlation
Emerging Baltic stock markets, Global financial crisis, Euro zone debt crisis, Asymmetric dynamic conditional correlation
Quantitative easing, Announcements, Foreign exchange, Intraday, Volatility transmission
Quantitative easing, Exchange rates, Intraday Volatility, Dynamic conditional correlation
Contagion, FX markets, GARCH-DCC
Global financial crisis, Financial contagion, Real economy sectors, USA, Europe
Fractional Cointegrated VAR; Monetary Policy; Financial Crises; U.S. Analysis
Global financial crisis, Euro crisis, Foreign exchange markets, FIAPARCH-DCC model, Volatility linkages
PPP, structural breaks, subprime crisis, cointegration
Global financial crisis, Contagion, FIAPARCH-DCC model, BRICSs’ emerging markets
United States of America, Japan, China, European Monetary Union, National economy, Stock markets, Contagion channels, USA subprime crisis, M-GARCH models
international markets, market integration, financial crises, MGARCHM specification
Balkan equity markets, Johansen cointegration, Granger causality
Market integration, EMU, MGARCH-M specification
Spillover effects, Mediterranean markets, MGARCH, BEKK model
Risk-Return Tradeoff, International Stock Markets, Semi-Parametric Specification of Conditional
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