Publications 2016

CFCM staff have published recently in the Journal of the European Economic Association, the Economic Journal, the Journal of Economic Theory, the International Economic Review, Review of Economics and Statistics, the Journal of Monetary Economics, the Journal of International Economics, the Journal of Money, Credit and Banking, the Journal of Economic Dynamics and Control, the Journal of Health Economics, Economica and many more.

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CFCM discussion papers 2016

CFCM 16/06: Volatility spillovers across European stock markets around the Brexit referendum

Description: Hong Li, Shamim Ahmed and Thanaset Chevapatrakul

CFCM 16/05: Business-Linkage Volatility Spillover between US Industries

Description: Linh Xuan Diep Nguyen, Simona Mateut and Thanaset Chevapatrakul examine return volatility spillovers and their dependence on the commercial linkages between US industries.