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~person:"Christiansen, Charlotte"
~person:"Corsetti, Giancarlo"
~person:"Silvennoinen, Annastiina"
~type_genre:"Working Paper"
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Christiansen, Charlotte
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Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
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Kang, Jian
;
Silvennoinen, Annastiina
; …
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2023
Persistent link: https://www.econbiz.de/10014281994
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2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
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Jakobsen, Johan Stax
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Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
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2018
Persistent link: https://www.econbiz.de/10011864884
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5
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2018
Persistent link: https://www.econbiz.de/10011864902
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
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2016
Persistent link: https://www.econbiz.de/10011541711
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7
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
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2015
Persistent link: https://www.econbiz.de/10011777147
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8
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010346665
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9
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010433984
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10
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2012
Persistent link: https://www.econbiz.de/10009502490
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