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European Equity Market Contagion: An Empirical Application to Ireland’s Sovereign Debt Crisis
Bailouts Contagion DCC GARCH Dynamic correlation Equity markets Financial crises
2016/1/27
This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH...
The Contagion of Interstate Violence:Perceived International Images and Threat Explain Why Countries Repeatedly Engage in Interstate Wars
interstate violence war contagion intergroup threat image ingroup
2015/8/6
Three experiments investigated the phenomenon of war contagion in the context of international relations, hypothesizing that past inter- (but not intra-) state war will facilitate future, unrelated in...