//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Finanzkrise"
~subject:"Kapitaleinkommen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"dependence"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Finanzkrise
Kapitaleinkommen
Correlation
34
Korrelation
34
ARCH-Modell
19
Aktienmarkt
17
Stock market
17
Volatility
15
Volatilität
15
Estimation
14
Schätzung
14
Financial crisis
11
USA
10
United States
10
Börsenkurs
9
Portfolio selection
9
Portfolio-Management
9
Share price
9
Capital income
8
Multivariate Verteilung
8
Multivariate distribution
8
Theorie
8
Theory
8
Welt
8
World
8
Financial market
7
Finanzmarkt
7
Risikomaß
7
Risk measure
7
Spillover effect
7
Spillover-Effekt
7
Exchange rate
6
International financial market
6
Internationaler Finanzmarkt
6
Wechselkurs
6
Bond market
4
Cointegration
4
Contagion
4
Copula
4
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Filis, George
2
Akhtaruzzaman, Md.
1
Al dohaiman, Mohamed S.
1
Alexakis, Christos A.
1
Allen, Franklin
1
Arreola-Hernandez, Jose
1
Baillie, Richard
1
Bekiros, Stelios
1
Bhatti, Muhammad Ishaq
1
Bonato, Matteo
1
Broadstock, David C.
1
Cecen, A. A.
1
Chakraborty, Sandip
1
Chamizo, Álvaro
1
Cho, Dooyeon
1
Dai, Peng-Fei
1
Dai, Yun-Shi
1
Degiannakisa, Stavros
1
Dimic, Nebojsa
1
Easton, Steve
1
Erkal, Cahit
1
Fatás, Antonio
1
Floros, Christos
1
Fonollosa, Alexandre
1
Frijns, Bart
1
Hacihasanoglu, Erk
1
Hammoudeh, Shawkat
1
Hamori, Shigeyuki
1
Han, Heejoon
1
Han, Young-Wook
1
Ji, Philip Inyeob
1
Kakani, Ram Kumar
1
Kayani, Ghulam Mujtaba
1
Kenourgios, Dimitris
1
Lyócsa, Štefan
1
Molnár, Peter
1
Moore, Tomoe
1
Naifar, Nader
1
Nguyen, Cuong
1
Novales, Alfonso
1
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
Finance research letters
60
Economic modelling
53
International review of financial analysis
42
Applied economics
41
Journal of empirical finance
41
Journal of banking & finance
40
Research in international business and finance
38
International review of economics & finance : IREF
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Applied economics letters
28
Energy economics
28
Discussion paper / Tinbergen Institute
27
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of econometrics
25
Journal of international money and finance
23
Journal of risk and financial management : JRFM
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Economics letters
17
Journal of financial econometrics
17
Econometric reviews
14
The European journal of finance
14
CESifo working papers
12
International journal of forecasting
12
Journal of forecasting
12
The review of financial studies
12
Working paper
12
Pacific-Basin finance journal
11
The journal of futures markets
11
CREATES research paper
10
Computational economics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of finance & economics : IJFE
10
The journal of asset management
10
International journal of theoretical and applied finance
9
Journal of economic dynamics & control
9
Quantitative finance
9
The empirical economics letters : a monthly international journal of economics
9
The journal of real estate finance and economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail
dependence
structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
2
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
3
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?
Allen, Franklin
;
Fatás, Antonio
;
Weder, Beatrice
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013533165
Saved in:
4
The tail behavior of safe haven currencies : A cross-quantilogram analysis
Cho, Dooyeon
;
Han, Heejoon
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668185
Saved in:
5
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
6
The structure and degree of
dependence
in government bond markets
Dimic, Nebojsa
;
Piljak, Vanja
;
Swinkels, Laurens
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012803170
Saved in:
7
From dotcom to Covid-19 : a convergence analysis of Islamic investments
Alexakis, Christos A.
;
Kenourgios, Dimitris
;
Pappas, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012820380
Saved in:
8
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:
9
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
10
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->