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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~subject:"Ansteckungseffekt"
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Ansteckungseffekt
Correlation
124
Korrelation
124
Estimation
66
Schätzung
66
Volatility
58
Volatilität
58
Theorie
55
Theory
55
ARCH model
50
ARCH-Modell
50
Aktienmarkt
48
Capital income
48
Kapitaleinkommen
48
Stock market
48
Börsenkurs
47
Share price
47
Time series analysis
36
Zeitreihenanalyse
36
Welt
27
World
27
Multivariate Verteilung
26
Multivariate distribution
26
Portfolio selection
23
Portfolio-Management
23
Financial crisis
20
Finanzkrise
20
Oil price
19
Ölpreis
19
Forecasting model
17
Prognoseverfahren
17
Risikomaß
16
Risk measure
16
USA
15
United States
15
China
13
Financial market
12
Finanzmarkt
12
Spillover effect
12
Spillover-Effekt
12
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11
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11
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English
11
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Ahmad, Wasim
1
Benhmad, François
1
Bhanumurthy, N. R.
1
Changqing, Luo
1
Chi, Xie
1
Cong, Yu
1
Fan, Gang-Zhi
1
Gatfaoui, Hayette
1
Hu, Genhua
1
Hufthammer, Karl Ove
1
Hwang, Eugene
1
Kallberg, Jarl G.
1
Kim, Bonghan
1
Kim, Hyeongwoo
1
Lakhal, Faten
1
Martín-Barragán, Belén
1
Min, Hong-ghi
1
Niţoi, Mihai
1
Pasquariello, Paolo
1
Pochea, Maria Miruna
1
Ramos, Sofia B.
1
Sehgal, Sanjay
1
Støve, Bård
1
Tjostheim, Dag
1
Veiga, Helena
1
Yan, Xu
1
Zorgati, Imen
1
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Economic modelling
Journal of empirical finance
International review of financial analysis
8
Research in international business and finance
6
Journal of international money and finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Applied economics
3
Computational economics
3
Finance research letters
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Cogent economics & finance
2
Economic systems
2
Global business review
2
International Journal of Financial Studies : open access journal
2
Journal of East Asian economic integration
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied financial economics
1
Argumenta oeconomica
1
Banking and finance issues in emerging markets
1
Central European business review : CEBR
1
Central European journal of operations research
1
Econometric reviews
1
Economics & finance notes
1
Economies : open access journal
1
Economía teoría y práctica
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Entrepreneurial business and economics review : EBER
1
European financial and accounting journal : EFAJ
1
European journal of comparative economics
1
Finance a úvěr
1
Folia oeconomica Stetinensia : FOS
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ECONIS (ZBW)
11
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1
Empirical evidence of risk contagion across regional housing markets in China
Hu, Genhua
;
Fan, Gang-Zhi
- In:
Economic modelling
115
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014228672
Saved in:
2
Time-varying
dependence
in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
3
Spatial contagion in the subprime crisis context : adjusted correlation versus local correlation approaches
Zorgati, Imen
;
Lakhal, Faten
- In:
Economic modelling
92
(
2020
),
pp. 162-169
Persistent link: https://www.econbiz.de/10012429636
Saved in:
4
Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Støve, Bård
;
Tjostheim, Dag
;
Hufthammer, Karl Ove
- In:
Journal of empirical finance
25
(
2014
),
pp. 62-82
Persistent link: https://www.econbiz.de/10010462084
Saved in:
5
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
6
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
7
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
8
Bull or bear markets : a wavelet dynamic correlation perspective
Benhmad, François
- In:
Economic modelling
32
(
2013
),
pp. 576-591
Persistent link: https://www.econbiz.de/10009762016
Saved in:
9
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
10
Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?
Ahmad, Wasim
;
Sehgal, Sanjay
;
Bhanumurthy, N. R.
- In:
Economic modelling
33
(
2013
),
pp. 209-225
Persistent link: https://www.econbiz.de/10010191987
Saved in:
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