Downside and upside risk spillovers between exchange rates and stock prices

By Juan Carlos Reboredo, M. Rivera-Castro, A. Ugolini. 2016

240 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3be83b5283ddf1af7d09eacc49f16e2964fc20b3

Citations in the corpus

• The shifting dependence dynamics between the G7 stock markets (2018, unknown): “…the dependence structure and contagious effects among financial markets in the aftermath of the US subprime crisis of 2007, the global financial crisis of 2007–2008 and the European debt crisis of 2009–2012 (e.g. Philippas and Siriopoulos 2013, Zhang 2014, Reboredo et al. 2016, BenSaïda 2017).”