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~isPartOf:"Annals of economics and finance"
~isPartOf:"Journal of international money and finance"
~subject:"Germany"
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Search: subject_exact:"GARCH model"
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Annals of economics and finance
Journal of international money and finance
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7
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
2
What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis
Min, Hong-ghi
;
McDonald, Judith Ann
;
Shin, Sang-Ook
- In:
Annals of economics and finance
17
(
2016
)
2
,
pp. 365-402
Persistent link: https://www.econbiz.de/10011656925
Saved in:
3
Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q.
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
Saved in:
4
The impact of stock exchange rules on volatility and error transmission : the case of Frankfurt and Zurich cross-listed equities
Katrakilides, K.
;
Koulakiotis, Athanasios
- In:
Annals of economics and finance
7
(
2006
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10003418697
Saved in:
5
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
6
Comovement in international equity markets : a sectoral view
Berben, Robert-Paul
;
Jansen, Willem Jos
- In:
Journal of international money and finance
24
(
2005
)
5
,
pp. 832-857
Persistent link: https://www.econbiz.de/10002972602
Saved in:
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