University of Glasgow
in Total Papers Downloads
Index Futures Contracts, AP-GARCH-M, SWARCH-L
Spurious Spillover Effects, Markov Switching
liquidity; going private; squeeze out; freeze out
Financial Stress Index, Financial Crisis, Spillover Effects, Systemic Risk, GARGH-BEKK model
Financial Crisis, Systemic Risk, Financial Stress Index, VAR
diversification risk premium, multifactor model, risk factors
Stock Index Futures Contract, Structural Break, Regime Shift, APARCH, Rolling Sample, SWARCH-L
Cointegration, Spillover Effects, Regime Shift
Derivatives Listing, Corporate Governance, Default Probability, EMH
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