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~isPartOf:"Journal of international money and finance"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Korrelationskoeffizient"
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Agiakloglou, Christos N.
1
Ames, Matthew
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Bagnarosa, Guillaume
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Applied economics
Journal of international money and finance
Journal of econometrics
32
Economics letters
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25
Journal of banking & finance
24
Econometric reviews
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Finance research letters
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European journal of operational research : EJOR
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The journal of credit risk : published quarterly by Incisive Media
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The journal of finance : the journal of the American Finance Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
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
Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates
Kühl, Michael
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3664-3685
Persistent link: https://www.econbiz.de/10012059398
Saved in:
4
The domino effect of credit defaults : test of asymmetric default correlations using realised default data
Li, Leon
;
Chen, Carl R.
- In:
Applied economics
50
(
2018
)
44
,
pp. 4803-4813
Persistent link: https://www.econbiz.de/10012061636
Saved in:
5
Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Hammoudeh, …
- In:
Applied economics
50
(
2018
)
49
,
pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
Saved in:
6
Inattentive consumers and international business cycles
Ekinci, Mehmet Fatih
- In:
Journal of international money and finance
72
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011787677
Saved in:
7
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
8
Investments and uncertainty revisited : the case of the US economy
Degiannakis, Stavros
;
Filis, George
;
Palaiodimos, George
- In:
Applied economics
49
(
2017
)
45
,
pp. 4521-4529
Persistent link: https://www.econbiz.de/10011844229
Saved in:
9
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
10
Globalization and monetary policy comovement : international evidence
Chatterjee, Arpita
- In:
Journal of international money and finance
68
(
2016
),
pp. 181-202
Persistent link: https://www.econbiz.de/10011711815
Saved in:
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