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Anita Suurlaht

University College Dublin (UCD) - Department of Banking & Finance

Blackrock, Co. Dublin

Ireland

  • University College Dublin (UCD) - Department of Banking & Finance

SCHOLARLY PAPERS

3

DOWNLOADS

457

TOTAL CITATIONS

6

Scholarly Papers (3)

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1.

Dynamic Stock Market Covariances in the Eurozone

Number of pages: 30 Posted: 08 Jun 2012 Last Revised: 10 Jun 2012
Gregory Connor and Anita Suurlaht
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and University College Dublin (UCD) - Department of Banking & Finance
Downloads 184 (415,884)
Citation 3

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dynamic conditional correlation, multivariate GARCH, international stock market integration, European Monetary Union

2.

Correlation Dynamics in the G7 Stock Markets

Number of pages: 29 Posted: 07 Nov 2016
Anita Suurlaht
University College Dublin (UCD) - Department of Banking & Finance
Downloads 139 (530,816)
Citation 2

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Dynamic conditional correlation, Multivariate GARCH, G7 stock market integration

3.

Spillovers in Risk of Financial Institutions

Number of pages: 40 Posted: 07 Feb 2018
John Cotter and Anita Suurlaht
University College Dublin and University College Dublin (UCD) - Department of Banking & Finance
Downloads 134 (547,695)
Citation 1

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financial systemic risk state variables, financial crisis, spillover effects, CDS Spreads, real estate risk