{"id":"https://openalex.org/W2057794664","doi":"https://doi.org/10.1002/ijfe.445","title":"Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets","display_name":"Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets","publication_year":2011,"publication_date":"2011-03-10","ids":{"openalex":"https://openalex.org/W2057794664","doi":"https://doi.org/10.1002/ijfe.445","mag":"2057794664"},"language":"en","primary_location":{"id":"doi:10.1002/ijfe.445","doi":"https://doi.org/10.1002/ijfe.445","is_oa":false,"landing_page_url":"https://doi.org/10.1002/ijfe.445","pdf_url":null,"source":{"id":"https://openalex.org/S146099957","display_name":"International Journal of Finance & Economics","issn_l":"1076-9307","issn":["1076-9307","1099-1158"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Finance &amp; Economics","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-01098954","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060376691","display_name":"Bertrand Blancheton","orcid":"https://orcid.org/0000-0002-4350-8467","observed_orcids":["https://orcid.org/0000-0002-4350-8467"]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210088710","display_name":"Groupe de Recherche en \u00c9conomie Th\u00e9orique et Appliqu\u00e9e","ror":"https://ror.org/0086zww50","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I15057530","https://openalex.org/I4210088710","https://openalex.org/I4210150854"]},{"id":"https://openalex.org/I4396570530","display_name":"Universit\u00e9 Montesquieu Bordeaux IV","ror":"https://ror.org/05h5wna09","country_code":"FR","type":"education","lineage":["https://openalex.org/I15057530","https://openalex.org/I4396570530"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bertrand Blancheton","raw_affiliation_strings":["GREThA UMR CNRS 5113, Universite\u0301 Montesquieu-Bordeaux IV, Pessac, France","GREThA UMR CNRS 5113, Universit\u00e9 Montesquieu\u2010Bordeaux IV, Pessac, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"GREThA UMR CNRS 5113, Universite\u0301 Montesquieu-Bordeaux IV, Pessac, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210088710","https://openalex.org/I4396570530"]},{"raw_affiliation_string":"GREThA UMR CNRS 5113, Universit\u00e9 Montesquieu\u2010Bordeaux IV, Pessac, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210088710","https://openalex.org/I4396570530"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112961959","display_name":"Christian Bordes","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I39804081","display_name":"Sorbonne Universit\u00e9","ror":"https://ror.org/02en5vm52","country_code":"FR","type":"education","lineage":["https://openalex.org/I39804081"]},{"id":"https://openalex.org/I4210088826","display_name":"Centre d'\u00c9conomie de la Sorbonne","ror":"https://ror.org/006shqv80","country_code":"FR","type":"facility","lineage":["https://openalex.org/I11559806","https://openalex.org/I1294671590","https://openalex.org/I277688954","https://openalex.org/I4210088826","https://openalex.org/I4210150854","https://openalex.org/I51101395"]},{"id":"https://openalex.org/I51101395","display_name":"Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne","ror":"https://ror.org/002t25c44","country_code":"FR","type":"education","lineage":["https://openalex.org/I51101395"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Christian Bordes","raw_affiliation_strings":["Centre d'e\u0301conomie de la Sorbonne, Universite\u0301 Paris 1 Panthe\u0301on, Sorbonne, Paris Cedex, France","Centre d'Economie de la Sorbonne Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne , Paris Cedex, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre d'e\u0301conomie de la Sorbonne, Universite\u0301 Paris 1 Panthe\u0301on, Sorbonne, Paris Cedex, France","institution_ids":["https://openalex.org/I4210088826","https://openalex.org/I51101395"]},{"raw_affiliation_string":"Centre d'Economie de la Sorbonne Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne , Paris Cedex, France","institution_ids":["https://openalex.org/I39804081","https://openalex.org/I4210088826","https://openalex.org/I51101395"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015433146","display_name":"Samuel Maveyraud","orcid":"https://orcid.org/0000-0002-4497-3141","observed_orcids":["https://orcid.org/0000-0002-4497-3141"]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210088710","display_name":"Groupe de Recherche en \u00c9conomie Th\u00e9orique et Appliqu\u00e9e","ror":"https://ror.org/0086zww50","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I15057530","https://openalex.org/I4210088710","https://openalex.org/I4210150854"]},{"id":"https://openalex.org/I4396570530","display_name":"Universit\u00e9 Montesquieu Bordeaux IV","ror":"https://ror.org/05h5wna09","country_code":"FR","type":"education","lineage":["https://openalex.org/I15057530","https://openalex.org/I4396570530"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Samuel Maveyraud","raw_affiliation_strings":["GREThA UMR CNRS 5113, Universite\u0301 Montesquieu-Bordeaux IV, Pessac, France","GREThA UMR CNRS 5113, Universit\u00e9 Montesquieu\u2010Bordeaux IV, Pessac, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"GREThA UMR CNRS 5113, Universite\u0301 Montesquieu-Bordeaux IV, Pessac, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210088710","https://openalex.org/I4396570530"]},{"raw_affiliation_string":"GREThA UMR CNRS 5113, Universit\u00e9 Montesquieu\u2010Bordeaux IV, Pessac, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210088710","https://openalex.org/I4396570530"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055609528","display_name":"Philippe Rous","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4405257522","display_name":"Laboratoire d'Analyse et de Prospective Economiques","ror":"https://ror.org/05c0n7t28","country_code":"FR","type":"facility","lineage":["https://openalex.org/I4405257522","https://openalex.org/I65806277"]},{"id":"https://openalex.org/I65806277","display_name":"Universit\u00e9 de Limoges","ror":"https://ror.org/02cp04407","country_code":"FR","type":"education","lineage":["https://openalex.org/I65806277"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Philippe Rous","raw_affiliation_strings":["LAPE, Universite\u0301 de Limoges, Limoges Cedex 1, France","LAPE, Universit\u00e9 de Limoges, Limoges Cedex 1, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LAPE, Universite\u0301 de Limoges, Limoges Cedex 1, France","institution_ids":["https://openalex.org/I4405257522","https://openalex.org/I65806277"]},{"raw_affiliation_string":"LAPE, Universit\u00e9 de Limoges, Limoges Cedex 1, France","institution_ids":["https://openalex.org/I4405257522","https://openalex.org/I65806277"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":8,"corresponding_author_ids":["https://openalex.org/A5015433146"],"corresponding_institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210088710","https://openalex.org/I4396570530"],"apc_list":{"value":3400,"currency":"USD","value_usd":3400},"apc_paid":null,"fwci":5.1312,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.95361189,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"17","issue":"2","first_page":"124","last_page":"146"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9496999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9496999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.027699999511241913,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.009800000116229057,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/liquidity-risk","display_name":"liquidity risk","score":0.9319999814033508},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"financial contagion","score":0.9010000228881836},{"id":"https://openalex.org/keywords/money-market","display_name":"money market","score":0.9580000042915344},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.8880000114440918},{"id":"https://openalex.org/keywords/liquidity-risk-premium","display_name":"liquidity risk premium","score":0.7580000162124634},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.8320000171661377},{"id":"https://openalex.org/keywords/bekk-model","display_name":"BEKK model","score":0.7979999780654907},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.9419999718666077},{"id":"https://openalex.org/keywords/united-states","display_name":"United States","score":0.6309999823570251},{"id":"https://openalex.org/keywords/united-kingdom","display_name":"United Kingdom","score":0.9990000128746033},{"id":"https://openalex.org/keywords/euro-area","display_name":"euro area","score":0.7839999794960022},{"id":"https://openalex.org/keywords/pound-sterling","display_name":"British pound","score":0.5920000076293945},{"id":"https://openalex.org/keywords/us-dollar","display_name":"US dollar","score":0.6800000071525574}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.708688497543335},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.6948019862174988},{"id":"https://openalex.org/C23952128","wikidata":"https://www.wikidata.org/wiki/Q627543","display_name":"Money market","level":3,"score":0.6822082996368408},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5536857843399048},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5359727740287781},{"id":"https://openalex.org/C176923680","wikidata":"https://www.wikidata.org/wiki/Q3002739","display_name":"Liquidity crisis","level":3,"score":0.5274261236190796},{"id":"https://openalex.org/C190896228","wikidata":"https://www.wikidata.org/wiki/Q6557509","display_name":"Liquidity premium","level":4,"score":0.523503839969635},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.516398012638092},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.5000090599060059},{"id":"https://openalex.org/C2778890369","wikidata":"https://www.wikidata.org/wiki/Q499041","display_name":"Financial contagion","level":3,"score":0.4548330008983612},{"id":"https://openalex.org/C189259953","wikidata":"https://www.wikidata.org/wiki/Q1042259","display_name":"Liquidity risk","level":3,"score":0.4430609941482544},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.35410192608833313},{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.2626648545265198},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.15891200304031372},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15496715903282166}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1002/ijfe.445","doi":"https://doi.org/10.1002/ijfe.445","is_oa":false,"landing_page_url":"https://doi.org/10.1002/ijfe.445","pdf_url":null,"source":{"id":"https://openalex.org/S146099957","display_name":"International Journal of Finance & Economics","issn_l":"1076-9307","issn":["1076-9307","1099-1158"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Finance &amp; Economics","raw_type":"journal-article"},{"id":"mag:2238730792","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:hal:cesptp:hal-01098954","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:HAL:hal-00785515v1","doi":null,"is_oa":false,"landing_page_url":"https://hal-unilim.archives-ouvertes.fr/hal-00785515","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ISSN: 1076-9307","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:HAL:hal-01098954v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-01098954","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Finance and Economics, 2012, 17 (2), pp.124-146. &#x27E8;10.1002/ijfe.445&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:hal:journl:hal-01098954","doi":null,"is_oa":false,"landing_page_url":"https://hal.science/hal-01098954v1/document","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/1439","doi":null,"is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/1439","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15057530","host_organization_name":"Universit\u00e9 de Bordeaux","host_organization_lineage":["https://openalex.org/I15057530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/1687","doi":null,"is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/1687","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15057530","host_organization_name":"Universit\u00e9 de Bordeaux","host_organization_lineage":["https://openalex.org/I15057530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-01098954v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-01098954","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Finance and Economics, 2012, 17 (2), pp.124-146. &#x27E8;10.1002/ijfe.445&#x27E9;","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1501308804","https://openalex.org/W1511827538","https://openalex.org/W1552231516","https://openalex.org/W1566558636","https://openalex.org/W1727659491","https://openalex.org/W1897785078","https://openalex.org/W1916345114","https://openalex.org/W2079898209","https://openalex.org/W2157992186","https://openalex.org/W2333918029","https://openalex.org/W2591285642","https://openalex.org/W2953891658","https://openalex.org/W3121871156","https://openalex.org/W3122971362","https://openalex.org/W3123397063","https://openalex.org/W3125797681"],"related_works":["https://openalex.org/W2745955940","https://openalex.org/W2305956502","https://openalex.org/W2084672481","https://openalex.org/W2913866350","https://openalex.org/W2427373398","https://openalex.org/W2942225175","https://openalex.org/W3124377331","https://openalex.org/W2569214305","https://openalex.org/W7098072913","https://openalex.org/W2295504312"],"abstract_inverted_index":{"ABSTRACT":[0],"The":[1,17,79],"financial":[2,85],"crisis":[3,86,130],"has":[4],"produced":[5],"a":[6,51,58,93,104],"generalized":[7],"rise":[8],"of":[9,19,27,33,48,71,118],"the":[10,14,25,30,34,37,41,68,72,84,88,98,101,108,111,121,125,129,132,137,142],"liquidity":[11,73,133],"risk":[12,74],"on":[13,76],"money":[15,31,77,139,146],"markets.":[16,78,147],"purpose":[18],"this":[20,64],"article":[21],"is":[22,61,92],"to":[23,141],"highlight":[24],"mechanisms":[26],"contagion":[28],"between":[29,97,107],"markets":[32],"United":[35,38],"States,":[36],"Kingdom":[39],"and":[40,100,110,114,144],"Euro":[42],"Zone.":[43],"To":[44],"give":[45],"an":[46,115],"account":[47],"these":[49],"mechanisms,":[50],"BEKK":[52],"model,":[53],"in":[54],"which":[55],"we":[56],"introduce":[57],"structural":[59],"break,":[60],"adopted.":[62],"Thus,":[63],"model":[65],"explicitly":[66],"tests":[67],"spillover":[69],"effects":[70],"premium":[75],"results":[80],"show":[81],"that":[82],"before":[83],"(i.e.":[87],"reference":[89],"period),":[90],"there":[91],"recursive":[94],"propagation":[95,105],"process":[96,106],"Euro\u20ac":[99],"BP\u00a3":[102,109],"zones,":[103],"US$":[112,126],"areas":[113],"obvious":[116],"spread":[117],"volatilities":[119],"from":[120,136],"EU\u20ac":[122,145],"zone":[123],"towards":[124],"zone;.":[127],"During":[128],"period,":[131],"problems":[134],"start":[135],"US":[138],"market":[140],"UK\u00a3":[143],"Copyright":[148],"\u00a9":[149],"2011":[150],"John":[151],"Wiley":[152],"&":[153],"Sons,":[154],"Ltd.":[155]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
