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~isPartOf:"Journal of international financial markets, institutions & money"
~source:"econis"
~subject:"Financial market"
~subject:"Time series analysis"
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Search: subject_exact:"Spearman's rho"
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
Saved in:
2
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
3
Excess stock return comovements and the role of investor sentiment
Frijns, Bart
;
Verschoor, Willem F. C.
;
Zwinkels, Remco C. J.
- In:
Journal of international financial markets, …
49
(
2017
),
pp. 74-87
Persistent link: https://www.econbiz.de/10011892376
Saved in:
4
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
5
Putting the "C" into crisis : contagion, correlations and copulas on EMU bond markets
Philippas, Dionisis
;
Siriopoulos, Costas
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 161-176
Persistent link: https://www.econbiz.de/10010411745
Saved in:
6
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
7
An alternative approach to evaluating the agreement between financial markets
Seung Oh Nam
;
Hyun Kyung Kim
;
Byung Chun Kim
- In:
Journal of international financial markets, …
20
(
2010
)
1
,
pp. 12-35
Persistent link: https://www.econbiz.de/10003942460
Saved in:
8
Dynamic correlations and volatility effects in the Balkan equity markets
Syriopoulos, Theodore
;
Roumpis, Efthimios
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 565-587
Persistent link: https://www.econbiz.de/10003879499
Saved in:
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