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~isPartOf:"Applied economics"
~isPartOf:"Global economic review"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Finanzkrise"
~subject:"Volatilität"
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Search: subject:"dependence"
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Finanzkrise
Volatilität
Correlation
100
Korrelation
100
Estimation
54
Schätzung
54
ARCH model
41
ARCH-Modell
41
Aktienmarkt
39
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39
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37
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34
Theory
34
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29
Kapitaleinkommen
29
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29
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24
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24
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23
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23
United States
23
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18
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18
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16
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16
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16
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Statistische Verteilung
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14
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14
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13
International financial market
13
Internationaler Finanzmarkt
13
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56
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56
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Bekiros, Stelios
3
Hammoudeh, Shawkat
3
Hamori, Shigeyuki
3
Chuliá, Helena
2
Filis, George
2
Hwang, Sun Young
2
Kim, Jong-Min
2
Nguyen, Duc Khuong
2
Yoon, Seong-min
2
Zhang, Bing
2
Acedański, Jan
1
Akhtaruzzaman, Md.
1
Al dohaiman, Mohamed S.
1
Alexakis, Christos A.
1
Allen, Franklin
1
Aristeidis, Samitas
1
Arreola-Hernandez, Jose
1
Baillie, Richard
1
Belhachemi, Rachid
1
Beltratti, Andrea
1
Benlagha, Noureddine
1
Bonato, Matteo
1
Bouri, Elie
1
Broadstock, David C.
1
Cai, Xiao Jing
1
Cecen, A. A.
1
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1
Chamizo, Álvaro
1
Cho, Dooyeon
1
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1
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1
Dimic, Nebojsa
1
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1
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1
El Omari, Salaheddine
1
Elias, Kampouris
1
Eraslan, Veysel
1
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1
Fan, Hai
1
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Applied economics
Global economic review
Journal of international financial markets, institutions & money
Economic modelling
45
Finance research letters
42
Energy economics
38
International review of financial analysis
38
International review of economics & finance : IREF
28
Research in international business and finance
28
Discussion paper / Tinbergen Institute
25
Journal of empirical finance
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of banking & finance
21
Journal of econometrics
20
Journal of international money and finance
19
Economics letters
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk and financial management : JRFM
13
CESifo working papers
12
Computational economics
12
International journal of theoretical and applied finance
12
Applied economics letters
11
Econometric reviews
11
The European journal of finance
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of finance & economics : IJFE
10
Journal of financial econometrics
10
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of forecasting
9
CREATES research paper
8
European journal of operational research : EJOR
8
Journal of forecasting
8
The journal of futures markets
8
Working paper
8
Working papers on finance
8
Journal of economic dynamics & control
7
Pacific-Basin finance journal
7
Quantitative finance
7
Risks : open access journal
7
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ECONIS (ZBW)
56
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1
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10
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56
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date (oldest first)
1
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:
2
Tail
dependence
structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
4
What determines the
dependence
between stock markets : crisis or financial and economic fundamentals?
Benlagha, Noureddine
;
El Omari, Salaheddine
- In:
Applied economics
54
(
2022
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012873865
Saved in:
5
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?
Allen, Franklin
;
Fatás, Antonio
;
Weder, Beatrice
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013533165
Saved in:
6
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
Saved in:
7
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
8
The structure and degree of
dependence
in government bond markets
Dimic, Nebojsa
;
Piljak, Vanja
;
Swinkels, Laurens
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012803170
Saved in:
9
Rare earth and allied sectors in stock markets : extreme
dependence
of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
10
The tail behavior of safe haven currencies : A cross-quantilogram analysis
Cho, Dooyeon
;
Han, Heejoon
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668185
Saved in:
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