Robert Maderitsch

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Robert Maderitsch trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Kristin J. Forbes
  2. Guiglielmo Maria Caporale
  3. M. Hashem
  4. Roberto Rigobon
  5. Torben G. Andersen

Papers from Robert Maderitsch's perspective

Ordered by how strongly the researchers Robert Maderitsch trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
  2. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  3. Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance
  4. East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis
  5. Testing For Contagion: A Conditional Correlation Analysis
  6. Econometric Issues in the Analysis of Contagion (Social Science Research Network)
  7. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (Social Science Research Network)
  8. Time-Series and Cross-Sectional Excess Comovement in Stock Indexes
  9. Generalized autoregressive conditional heteroskedasticity
  10. Statistics for long-memory processes

Their papers