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~subject:"Dynamic correlation"
~subject:"Financial Policy"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Dynamic correlation
Financial Policy
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Financial markets
644
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633
financial markets
391
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233
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ECONIS (ZBW)
115
RePEc
9
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1
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
2
Crises and Uncertainty in the Economy
Ben Ameur, Hachmi
(
ed.
);
Ftiti, Zied
(
ed.
); …
-
2022
among
financial
markets
. Moreover, the Brexit and US-China trade tension has intensified uncertainty and the economic …
Persistent link: https://www.econbiz.de/10013503483
Saved in:
3
Interconnectedness between stock and credit markets : the role of European G-SIBs in a multilayer perspective
Foglia, Matteo
;
Di Tommaso, Caterina
;
Wang, Gang-Jin
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494827
Saved in:
4
The importance of climate policy uncertainty in forecasting the green, clean and sustainable
financial
markets
volatility
Raza, Syed Ali
;
Khan, Komal Akram
;
Benkraiem, Ramzi
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446966
Saved in:
5
Doubly multiplicative error models with long- and short-run components
Amendola, Adalgiso
;
Candila, V.
;
Cipollini, F.
;
Gallo, …
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014528556
Saved in:
6
On the long-run properties of income and stock prices: the stability of the "golden ratios"
Dean, James
;
Hall, Joshua C.
- In:
Journal of financial economic policy
16
(
2024
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10014538802
Saved in:
7
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
Saved in:
8
Risk contagion in
financial
markets
: a systematic review using bibliometric methods
Su, Fei
;
Zhai, Lili
;
Zhou, Yunyan
;
Zhuang, Zixi
;
Wang, …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10014540251
Saved in:
9
The Federal Reserve’s Quantitative Easing policy and volatility spillovers : evidence from Australia
Yahyaei, Hamid
;
Singh, Abhay
;
De Mello, Lurion
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014583614
Saved in:
10
COVID-19 and risk spillovers of China's major
financial
markets
: evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
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