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Search: subject:"dynamic correlation"
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Dynamic correlation
35
Correlation
33
Korrelation
33
Volatility
20
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19
ARCH model
15
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15
Aktienmarkt
15
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dynamic correlation
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Degiannakis, Stavros
4
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3
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2
Ghorbel, Achraf
2
Hammoudeh, Shawkat
2
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2
Lee, Chien-chiang
2
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2
So, Mike K.P.
2
Sun, Xiaolei
2
Wang, Jun
2
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1
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1
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1
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1
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1
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1
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1
Amar, Amine Ben
1
An, Haizhong
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1
Asai, Manabu
1
Aumeboonsuke, Vesarach
1
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1
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1
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1
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1
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1
International journal of strategic property management
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1
Review of behavioral finance : RBF
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Review of development economics : an essential resource for any development economist
1
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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1
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
2
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19 : new results for ongoing portfolio allocation
Ali, Fahad
;
Sensoy, Ahmet
;
Goodell, John W.
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 744-792
Persistent link: https://www.econbiz.de/10014428692
Saved in:
3
BRRD credibility and the bank-sovereign nexus
Lamers, Martien
;
Present, Thomas
;
Soenen, Nicolas
; …
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1308-1313
Persistent link: https://www.econbiz.de/10014304232
Saved in:
4
Connectedness in international crude oil markets
Bhanja, Niyati
;
Nasreen, Samia
;
Dar, Arif Billah
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10013168983
Saved in:
5
The
dynamic
correlation
between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
The dual shocks of the COVID-19 and the oil price collapse : a spark or a setback for the circular economy?
Selmi, Refk
;
Hammoudeh, Shawkat
;
Kasmaoui, Kamal
; …
- In:
Energy economics
109
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013283762
Saved in:
7
Relationship between different sources of geopolitical risks and stock markets in the GCC region : a
dynamic
correlation
analysis
Alqahtani, Abdullah
;
Hammoudeh, Shawkat
;
Selmi, Refk
- In:
Review of behavioral finance : RBF
14
(
2022
)
2
,
pp. 296-316
Persistent link: https://www.econbiz.de/10013286629
Saved in:
8
Risk transmission between old and new energy markets from a multi-scale perspective : the role of the EU emissions trading system
Jiang, Qichuan
;
Ma, Xuejiao
- In:
Applied economics
54
(
2022
)
26
,
pp. 2949-2968
Persistent link: https://www.econbiz.de/10013171173
Saved in:
9
Dynamic
correlation
between crude oil and agricultural futures markets
Chen, Zhuo
;
Yan, Bo
;
Kang, Hanwen
- In:
Review of development economics : an essential resource …
26
(
2022
)
3
,
pp. 1798-1849
Persistent link: https://www.econbiz.de/10013329684
Saved in:
10
From dotcom to Covid-19 : a convergence analysis of Islamic investments
Alexakis, Christos A.
;
Kenourgios, Dimitris
;
Pappas, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012820380
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