Spillovers from the USA to stock markets in Asia : a quantile regression approach

von Maderitsch, Robert
Veröffentlicht in Applied economics (2015)

Information transmission between stock markets in Hong Kong, Europe and the US : new evidence on time- and state-dependence

von Maderitsch, Robert
Veröffentlicht in Pacific-Basin finance journal (2015)

Monitoring household liquidity constraints across Europe : a panel approach

von Schlenker, Eva
Veröffentlicht in International economics and economic policy (2015)

Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?

von Jung, Robert
Veröffentlicht in Journal of banking & finance (2014)

The quantile-heterogeneous autoregressive model of realized volatility : new evidence from commodity markets

von Kick, Konstantin
Veröffentlicht in Financial mathematics, volatility and covariance modelling (2019)

Asymmetric over- and undershooting of major exchange rates : evidence from quantile regressions

von Kuck, Konstantin
Veröffentlicht in Economics letters (2015)