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~isPartOf:"Finance research letters"
~isPartOf:"Journal of international money and finance"
~subject:"Multivariate Analyse"
~subject:"Volatilität"
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Multivariate Analyse
Volatilität
ARCH model
7
ARCH-Modell
7
Multivariate GARCH
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Volatility
5
Virtual currency
4
Virtuelle Währung
4
Aktienmarkt
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Correlation
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Bank liquidity
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Coronavirus
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Ghabri, Yosra
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Hafner, Christian M.
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Katsiampa, Paraskevi
1
Parichat Sinlapates
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Smallwood, Aaron D.
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Surachai Chancharat
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Finance research letters
Journal of international money and finance
Energy economics
14
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9
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7
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6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper series / University of Zurich, Department of Economics
6
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Discussion paper / Tinbergen Institute
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International Journal of Energy Economics and Policy : IJEEP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Eurasian economic review : a journal in applied macroeconomics and finance
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International journal of bonds and derivatives
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1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
2
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat
;
Parichat Sinlapates
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
Saved in:
3
Bitcoin and liquidity risk diversification
Ghabri, Yosra
;
Guesmi, Khaled
;
Zantour, Ahlem
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
Saved in:
4
Volatility co-movement between Bitcoin and Ether
Katsiampa, Paraskevi
- In:
Finance research letters
30
(
2019
),
pp. 221-227
Persistent link: https://www.econbiz.de/10012420499
Saved in:
5
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
Saved in:
6
Exchange rate shocks and trade : a
multivariate
GARCH
-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
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