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~person:"Bekaert, Geert"
~person:"Hong, Yongmiao"
~person:"Pesaran, M. Hashem"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Korrelationskoeffizient"
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ECONIS (ZBW)
12
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1
Emerging equity markets in a globalized world
Bekaert, Geert
;
Harvey, Campbell R.
;
Mondino, Tomas
- In:
Emerging markets review
56
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478638
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2
International yield comovements
Bekaert, Geert
;
Ermolov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 250-288
Persistent link: https://www.econbiz.de/10014247804
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
4
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
Saved in:
5
Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine
;
Hong, Yongmiao
- In:
International economic review
52
(
2011
)
4
,
pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
Saved in:
6
The determinants of stock and bond return comovements
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
- In:
The review of financial studies
23
(
2010
)
6
,
pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044
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7
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
8
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
9
Wavelet-based testing for serial correlation of unknown form in panel models
Hong, Yongmiao
;
Kao, Chihwa
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1519-1563
Persistent link: https://www.econbiz.de/10002197493
Saved in:
10
International asset allocation with regime shifts
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
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