Marianne Schulze-Ghattas
Economics and Econometrics · 2000–2010
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 46 citations into it
- Finance — 32 citations into it
Whom Marianne Schulze-Ghattas trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Marianne Schulze-Ghattas's perspective
Ordered by how strongly the researchers Marianne Schulze-Ghattas trusts endorse each paper. Same corpus, a different order for every researcher.
- Volatility spillover effects from Japan and the US to the Pacific–Basin
- The Comovements of Stock Markets in Hungary, Poland and the Czech Republic
- Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets
- Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis
- On a measure of lack of fit in time series models
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- International Asset Allocation With Regime Shifts
- Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
- International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
- Corporate Governance in the Asian Financial Crisis
Their papers
- Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis (2010) — 228 citations
- Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (2008) — 294 citations
- Managing Financial Crises (2000) — 117 citations