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~isPartOf:"Journal of empirical finance"
~subject:"Capital income"
~subject:"Finanzmarkt"
~subject:"World"
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Search: subject_exact:"Korrelationskoeffizient"
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Capital income
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Correlation
54
Korrelation
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23
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Christiansen, Charlotte
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Journal of empirical finance
Finance research letters
37
Economic modelling
29
Journal of banking & finance
26
International review of economics & finance : IREF
23
International review of financial analysis
23
Research in international business and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
26
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Industry regulation and the comovement of stock returns
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Journal of empirical finance
73
(
2023
),
pp. 206-219
Persistent link: https://www.econbiz.de/10014477011
Saved in:
3
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
4
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
5
Does program trading contribute to excess comovement of stock returns?
Li, Mingyi
;
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of empirical finance
59
(
2020
),
pp. 257-277
Persistent link: https://www.econbiz.de/10012437986
Saved in:
6
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
7
What causes the asymmetric correlation in stock returns?
Chung, Y. Peter
;
Hong, Hyun A.
;
Kim, S. Thomas
- In:
Journal of empirical finance
54
(
2019
),
pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
Saved in:
8
On the robustness of the principal volatility components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
9
Macro-economic determinants of European stock and government bond correlations : a tale of two regions
Perego, Erica R.
;
Vermeulen, Wessel N.
- In:
Journal of empirical finance
37
(
2016
),
pp. 214-232
Persistent link: https://www.econbiz.de/10011663033
Saved in:
10
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
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