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~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
~subject:"Finanzkrise"
~subject:"Großbritannien"
~subject:"United States"
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Correlation
Finanzkrise
Großbritannien
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Korrelation
54
Capital income
26
Kapitaleinkommen
26
Theorie
25
Theory
25
Estimation
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Christiansen, Charlotte
3
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2
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
158
Journal of econometrics
108
Economics letters
99
NBER working paper series
99
Finance research letters
93
Applied economics
77
Economic modelling
75
Journal of banking & finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
NBER Working Paper
64
Applied economics letters
52
Discussion paper series / IZA
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International review of financial analysis
52
Discussion paper / Tinbergen Institute
50
International review of economics & finance : IREF
47
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Research in international business and finance
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43
Econometric reviews
39
Journal of international financial markets, institutions & money
38
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36
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35
International journal of theoretical and applied finance
33
The North American journal of economics and finance : a journal of financial economics studies
32
Discussion paper / Centre for Economic Policy Research
28
Econometric theory
28
Journal of risk and financial management : JRFM
28
The review of financial studies
28
European journal of operational research : EJOR
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Cambridge working papers in economics
24
Journal of forecasting
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of forecasting
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Journal of economic dynamics & control
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SFB 649 discussion paper
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ECONIS (ZBW)
54
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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:
3
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:
4
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:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
7
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:
8
Stock price fragility and the cost of bank loans
Francis, Bill B.
;
Hasan, Iftekhar
;
Shen, Yinjie
;
Ye, Pengfei
- In:
Journal of empirical finance
63
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10013258962
Saved in:
9
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:
10
Time varying integration of European stock markets and monetary drivers
Lee, Hyunchul
;
Kim, Heeho
- In:
Journal of empirical finance
58
(
2020
),
pp. 369-385
Persistent link: https://www.econbiz.de/10012430711
Saved in:
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