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The European Journal of Finance Volume 19, 2013 - Issue 10
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Original Articles

An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis

Go TamakoshiGraduate School of Economics, Kobe University, Kobe, Japan
&
Shigeyuki HamoriFaculty of Economics, Kobe University, Kobe, JapanCorrespondence[email protected]
Pages 939-950 | Received 06 Sep 2011, Accepted 13 Jul 2012, Published online: 14 Aug 2012

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Aristeidis Samitas & Elias Kampouris. (2019) Financial illness and political virus: the case of contagious crises in the Eurozone. International Review of Applied Economics 33:2, pages 209-227.
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Weiou Wu, Marco Chi Keung Lau & Samuel A. Vigne. (2017) Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets. Research in International Business and Finance 42, pages 1137-1149.
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Go Tamakoshi & Shigeyuki Hamori. (2014) Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach. International Review of Economics & Finance 31, pages 105-113.
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Aristeidis Samitas, Elias Kampouris, Stathis Polyzos & Anastasia Spyridou. (2020) Spillover Effects between Greece and Cyprus: A DCC Model on the Interdependence of Small Economies. SSRN Electronic Journal.
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