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source:"edz"
~source:"econis"
~subject:"Capital income"
~subject:"China"
~subject:"United States"
~type_genre:"Conference paper"
~type_genre:"Fallstudie"
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Search: subject_exact:"ARCH-Modell"
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Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
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1
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
2
Do socially responsible indices outperform the market during black swan events : evidence from Indian markets during global financial and COVID-19 crises
Deshmukh, Pranay
;
Sharma, Dipasha
;
Sharma, Pankaj
- In:
Australasian accounting business and finance journal : AABF
16
(
2022
)
5
,
pp. 19-37
Persistent link: https://www.econbiz.de/10013503435
Saved in:
3
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia
;
Patsis, Paris
;
Sariannidis, …
- In:
Business Development and Economic Governance in …
,
(pp. 297-313)
.
2022
Persistent link: https://www.econbiz.de/10013415082
Saved in:
4
The time-varying volatility of Chinese stock market
Yang, Yang
- In:
Proceedings of the 5th International Conference on …
,
(pp. 201-205)
.
2022
Persistent link: https://www.econbiz.de/10013348772
Saved in:
5
US monetary policy and spillovers to select EMEs : an episodic analysis
Sahoo, Satyananda
;
Shankar, Shiv
;
Anthony, Jessica M.
- In:
Research in finance
36
(
2020
),
pp. 67-97
Persistent link: https://www.econbiz.de/10012583839
Saved in:
6
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
7
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
8
Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
9
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
10
Statistical analyses for the sustainable development of the Chinese future market based on the GARCH models
Xiong, Yuhang
-
2018
Persistent link: https://www.econbiz.de/10011808927
Saved in:
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