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1. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
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2. US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2016-21.

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3. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
   In: IREA Working Papers.
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4. News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector. (2014). Burns, Natasha ; Williams, Michael ; Bhanot, Karan ; Hunter, Delroy.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:38:y:2014:i:c:p:51-63.

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5. History of Credit Crisis as a Mirror: An International Perspective on the Impact of the Sub-Prime Crisis on the Performance of Investment and Commercial Banks. (2013). Lu, Yang-Cheng ; Chang, Shu-Lien ; Fang, Hao.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:4:p:67-81.

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6. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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   RePEc:ecl:ohidic:2011-12.

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7. The contagion effect: evidences from former Soviet Economies in Eastern Europe. (2010). KORKMAZ, Abdurrahman ; Insel, Aysu.
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   RePEc:pra:mprapa:24999.

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8. Sovereign Credit Ratings, Transparency and International Portfolio Flows. (2010). Parsley, David ; Gande, Amar.
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   RePEc:pra:mprapa:21118.

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9. CONTAGION OF FINANCIAL CRISES WITH SPECIAL EMPHASIS ON CEE ECONOMIES: A METAANALYSIS. (2010). PAAS, TIIU ; Kuusk, Andres .
   In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
   RePEc:mtk:febawb:66.

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10. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00845254.

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11. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis. (2010). Mendoza, juan ; Gomez-Gonzalez, Jose.
    In: Borradores de Economia.
    RePEc:col:000094:006726.

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12. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis. (2010). Mendoza, juan ; Gomez-Gonzalez, Jose.
    In: Borradores de Economia.
    RePEc:bdr:borrec:588.

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13. Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets. (2009). Zhang, Xiaojing ; Sun, Tao.
    In: IMF Working Papers.
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14. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:172-187.

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15. Empirical evidence on jumps in the term structure of the US Treasury Market. (2009). Smith, L. Vanessa ; McKenzie, Michael ; Dungey, Mardi.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:430-445.

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16. Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements. (2009). Rahman, Dima.
    In: EconomiX Working Papers.
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17. Measuring Stock Market Contagion with an Application to the Sub-prime Crisis. (2009). Mierau, Jochen.
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18. The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; antonio. cosma@uni. lu, .
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19. The center and the periphery: The globalization of financial turmoil. (2008). Reinhart, Carmen ; Kaminsky, Graciela.
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20. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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21. The Dark Side of Global Integration: Increasing Tail Dependence. (2008). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; Antonio, Cosma ; Michel, Beine.
    In: DEM Discussion Paper Series.
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22. Extreme US stock market fluctuations in the wake of 9|11. (2008). Wolff, Christian ; Verschoor, Willem ; Straetmans, Stefan ; W. F. C. Verschoor, ; S. T. M. Straetmans, ; C. C. P. Wolff, .
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23. How Bad Must Conditions Be To Make Investors Flee?. (2008). Baur, Dirk.
    In: The Institute for International Integration Studies Discussion Paper Series.
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24. Contagion effects of the US Subprime Crisis on Developed Countries. (2008). Vieira, Isabel ; Horta, Paulo ; Mendes, Carlos .
    In: CEFAGE-UE Working Papers.
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25. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
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26. Banking System Stability. A Cross-Atlantic Perspective. (2007). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: NBER Chapters.
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27. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

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28. Unravelling financial market linkages during crises. (2007). Martin, Vance.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:1:p:89-119.

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29. Financial contagion and tests using instrumental variables. (2007). Pick, Andreas.
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30. Identification and Estimation in an Incoherent Model of Contagion. (2007). Massacci, D..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0744.

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31. Extreme Coexceedances in New EU Member States’ Stock Markets. (2007). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: CREATES Research Papers.
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32. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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33. The day-of-the-week effect in conditional correlation. (2006). Chandra, Mahendra.
    In: Review of Quantitative Finance and Accounting.
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34. A Web Of Shocks: Crises Across Asian Real Estate Markets. (2006). Fry-McKibbin, Renee ; Bond, Shaun.
    In: The Journal of Real Estate Finance and Economics.
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35. Systemic Risk in the Dutch Financial Sector. (2006). .
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36. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
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37. Cross-border bank contagion in Europe. (2006). Gropp, Reint ; lo Duca, Marco ; Vesala, Jukka.
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38. Selecting Copulas for Risk Management. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees.
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39. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
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40. Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets. (2005). Lizieri, Colin ; Satchell, Stephen.
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    RePEc:rdg:repxwp:rep-wp2005-16.

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41. Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations. (2005). Krahnen, Jan ; Franke, Günter.
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42. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11698.

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43. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11166.

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44. Banking system stability: a cross-Atlantic perspective. (2005). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
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    RePEc:ecb:ecbwps:2005527.

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45. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005452.

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46. European stock market dependencies when price changes are unusually large. (2004). Schich, Sebastian.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:3:p:165-177.

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47. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno.
    In: Econometric Society 2004 Latin American Meetings.
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48. Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note.. (2004). Duck, Nigel W. ; Acker, Daniella.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:04/557.

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49. Measurement of contagion in banks equity prices. (2003). Gropp, Reint ; Moerman, Gerard .
    In: Working Paper Series.
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50. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

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