Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Year of publication: |
2019
|
---|---|
Authors: | Gupta, Priyanshi ; Sehgal, Sanjay |
Published in: |
Journal of economic integration : jei. - Seoul : [Verlag nicht ermittelbar], ISSN 1976-5525, ZDB-ID 2266731-3. - Vol. 34.2019, 4, p. 667-704
|
Subject: | ADCC GARCH | Euro area | Core and periphery | Determinants of convergence | Retail banking integration | Panel regression | Eurozone | EU-Staaten | EU countries | Schätzung | Estimation | Panel | Panel study | Korrelation | Correlation | ARCH-Modell | ARCH model | Zins | Interest rate | Bank | Multivariate Verteilung | Multivariate distribution | Marktintegration | Market integration | Zeitreihenanalyse | Time series analysis | Privatkundengeschäft | Personal banking |
-
Gupta, Priyanshi, (2020)
-
Disentangling the sources of inflation synchronization : evidence from a large panel dataset
Szafranek, Karol, (2021)
-
Macroeconomic and financial effects of oil price shocks : evidence for the Euro area
Morana, Claudio, (2016)
- More ...
-
Public Sector Disinvestment in India
Sehgal, Sanjay, (2014)
-
Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods
Sehgal, Sanjay, (2014)
-
Integration from retail banking to non-financial corporations in EMU
Sehgal, Sanjay, (2016)
- More ...