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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
NBER working paper series
220
NBER Working Paper
184
Working paper / National Bureau of Economic Research, Inc.
181
Journal of econometrics
173
IZA Discussion Papers
161
Economics letters
145
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105
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94
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93
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International review of financial analysis
73
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66
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62
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59
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European journal of operational research : EJOR
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55
The North American journal of economics and finance : a journal of financial economics studies
55
Discussion paper / Centre for Economic Policy Research
52
CESifo Working Paper Series
51
Journal of health economics
51
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50
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49
Journal of international financial markets, institutions & money
49
Physica A: Statistical Mechanics and its Applications
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Working Paper
47
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
31
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11
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
12
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
Saved in:
13
A tale of two correlations : evidence and theory regarding the phase shift between the price level and output
Brock, William A.
;
Haslag, Joseph H.
- In:
Journal of economic dynamics & control
67
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011708393
Saved in:
14
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
15
Uncertain dynamics, correlation effects, and robust investment decisions
Flor, Christian Riis
;
Hesel, Søren
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 278-298
Persistent link: https://www.econbiz.de/10011474405
Saved in:
16
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
17
Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
Saved in:
18
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
19
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
20
Cyclical dynamics of industrial production and employment : Markov chain-based estimates and tests
Altuğ, Sumru
;
Tan, Barış
;
Gencer, Gözde
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1534-1550
Persistent link: https://www.econbiz.de/10009701972
Saved in:
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