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~isPartOf:"Research in international business and finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Korrelationsmaß"
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McMillan, David G.
2
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2
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1
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Research in international business and finance
Journal of econometrics
108
Economics letters
96
Finance research letters
87
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
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Applied economics letters
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of forecasting
23
The journal of futures markets
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Games and economic behavior
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Journal of economic dynamics & control
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The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
43
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1
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
2
Correlation structure analysis of the global agricultural futures market
Dai, Yun-Shi
;
Ngoc Quang Anh Huynh
;
Zheng, Qing-Huan
; …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246883
Saved in:
3
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
4
Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations
Sanjeet Singh
;
Bansal, Pooja
;
Bhardwaj, Nav
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248923
Saved in:
5
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
6
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
7
Assessing the impact of COVID-19 on major industries in Japan : a dynamic conditional correlation approach
Kanno, Masayasu
- In:
Research in international business and finance
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013286740
Saved in:
8
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
9
Investors' risk perceptions in the US and global stock market integration
Marfatia, Hardik A.
- In:
Research in international business and finance
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012548544
Saved in:
10
Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
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