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Volumn 11, Issue 2, 2011, Pages 237-245

Spatial linkages in international financial markets

Author keywords

Econometrics of financial markets; Emerging markets; Financial engineering

Indexed keywords


EID: 78951491894     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680903127403     Document Type: Article
Times cited : (62)

References (14)
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    • Spatial Panel Econometrics
    • Anselin, L.1    Le Gallo, J.2    Jayet, H.3
  • 4
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    • Aviat, A.1    Coeurdacier, N.2
  • 5
    • 12344330813 scopus 로고    scopus 로고
    • Distance, lending relationships, and competition
    • Degryse, H. and Ongena, S., Distance, lending relationships, and competition. J. Finance, 2005, 60, 231-266.
    • (2005) J. Finance , vol.60 , pp. 231-266
    • Degryse, H.1    Ongena, S.2
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    • The cross-section of expected returns
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    • (1992) J. Finance , vol.47 , pp. 427-465
    • Fama, E.1    French, K.2
  • 9
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    • In The Revolution in Corporate Finance, 3rd ed., edited by J. Stern and D. Chew, Blackwell: Oxford)
    • Kothari, S. and Shanken, J., On defense of beta. In The Revolution in Corporate Finance, 3rd ed., edited by J. Stern and D. Chew, pp. 52-57, 1998 (Blackwell: Oxford).
    • (1998) On Defense of Beta , pp. 52-57
    • Kothari, S.1    Shanken, J.2
  • 12
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    • Financial contagion between economies: An exploratory spatial analysis
    • Villar-Frexedas, O. and Vaya, E., Financial contagion between economies: an exploratory spatial analysis. Estudios de Economia Aplicada, 2005, 23, 151-165.
    • (2005) Estudios De Economia Aplicada , vol.23 , pp. 151-165
    • Villar-Frexedas, O.1    Vaya, E.2
  • 14
    • 0001742386 scopus 로고    scopus 로고
    • High breakdown-point and high efficiency robust estimates for regression
    • Yohai, V., High breakdown-point and high efficiency robust estimates for regression. Ann. Statist., 1997, 15, 642-656.
    • (1997) Ann. Statist , vol.15 , pp. 642-656
    • Yohai, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.