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~isPartOf:"Applied economics"
~isPartOf:"European accounting review"
~subject:"EU-Staaten"
~subject:"Schätzung"
~subject:"World"
~type_genre:"Article in journal"
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Search: subject_exact:"Kovarianz"
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EU-Staaten
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Correlation
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ARCH model
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Roca, Eduardo
2
Zhang, Bing
2
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Dar, Arif Billah
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Applied economics
European accounting review
Finance research letters
35
Economic modelling
34
International review of economics & finance : IREF
26
Energy economics
24
Journal of banking & finance
22
Applied economics letters
21
International review of financial analysis
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Journal of econometrics
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Journal of empirical finance
20
Journal of international money and finance
20
Economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of international financial markets, institutions & money
19
Research in international business and finance
19
The North American journal of economics and finance : a journal of financial economics studies
13
Global finance journal
10
Journal of financial econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The European journal of finance
9
The journal of futures markets
9
Computational economics
8
International journal of finance & economics : IJFE
8
Journal of risk and financial management : JRFM
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Emerging markets, finance and trade : EMFT
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial markets
7
The empirical economics letters : a monthly international journal of economics
7
Theoretical and applied economics : GAER review
7
Econometric reviews
6
Econometrics : open access journal
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of forecasting
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Investment management and financial innovations
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Journal of economic dynamics & control
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Quantitative finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
21
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21
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1
Do birds of the same feather flock together? : The cultural geography of global housing price interaction
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
56
(
2024
)
31
,
pp. 3760-3777
Persistent link: https://www.econbiz.de/10014528640
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
4
Global and regional linkages across market cycles : evidence from partial correlations in a network framework
Singh, Vikkram
;
Li, Bin
;
Roca, Eduardo
- In:
Applied economics
51
(
2019
)
33
,
pp. 3551-3582
Persistent link: https://www.econbiz.de/10012196873
Saved in:
5
Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Luo, Jiawen
;
Chen, Langnan
;
Zhang, Weiguo
- In:
Applied economics
51
(
2019
)
5
,
pp. 422-443
Persistent link: https://www.econbiz.de/10012160576
Saved in:
6
Default correlation : rating, industry ripple effect, and business cycle
Qi, Howard
;
Shi, Jian
;
Xie, Yan Alice
- In:
Applied economics
51
(
2019
)
30
,
pp. 3256-3273
Persistent link: https://www.econbiz.de/10012196827
Saved in:
7
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
8
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
9
Member states' pact and industry co-movements in the BRICS markets
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Sun, Erh-Yin
- In:
Applied economics
49
(
2017
)
4
,
pp. 313-334
Persistent link: https://www.econbiz.de/10011810621
Saved in:
10
How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing
- In:
Applied economics
49
(
2017
)
15
,
pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
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