//--> //--> //--> //-->
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
~person:"Hamori, Shigeyuki"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Reprint"
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:"Korrelation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
11
Korrelation
11
ARCH model
8
ARCH-Modell
8
Financial crisis
6
Finanzkrise
6
Volatility
6
Volatilität
6
Aktienmarkt
4
Exchange rate
4
Stock market
4
Wechselkurs
4
Ansteckungseffekt
3
Contagion effect
3
EU countries
3
EU-Staaten
3
Financial market
3
Finanzmarkt
3
Asymmetric dynamic conditional correlation model
2
Credit derivative
2
Dynamic conditional correlation
2
Emerging economies
2
Estimation
2
Euro area
2
European sovereign debt crisis
2
Eurozone
2
Gold
2
Kreditderivat
2
Schwellenländer
2
Schätzung
2
Theorie
2
Theory
2
USA
2
United States
2
Welt
2
World
2
dynamic conditional correlation
2
1957-2005
1
Asia
1
Asien
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Collection of articles of several authors
Reprint
Article in journal
11
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
11
Author
All
Hamori, Shigeyuki
Tiwari, Aviral Kumar
18
McMillan, David G.
13
Escobar, Marcos
12
McAleer, Michael
11
Asai, Manabu
10
Demirer, Rıza
10
Engle, Robert F.
10
Ur Rehman, Mobeen
10
Ferreira, Paulo
9
Hammoudeh, Shawkat
9
Liow, Kim Hiang
9
Bouri, Elie
8
Degiannakis, Stavros
8
Fan, Jianqing
8
Kakushadze, Zura
8
Wooldridge, Jeffrey M.
8
Christiansen, Charlotte
7
Filis, George
7
Gribisch, Bastian
7
Gupta, Rangan
7
Ledoit, Olivier
7
Nguyen, Duc Khuong
7
Teräsvirta, Timo
7
Zagst, Rudi
7
Zhang, Bing
7
Abakah, Emmanuel Joel Aikins
6
Anghelache, Constantin
6
Chevallier, Julien
6
Dar, Arif Billah
6
Gouriéroux, Christian
6
Guesmi, Khaled
6
Guhr, Thomas
6
Hafner, Christian M.
6
Kang, Sang Hoon
6
Koopman, Siem Jan
6
Lucas, André
6
Mensi, Walid
6
Patton, Andrew J.
6
Santos, André A. P.
6
more ...
less ...
Published in...
All
Applied economics
2
Applied financial economics
2
Economic modelling
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What determines the long-term correlation between oil prices and exchange rates?
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012036525
Saved in:
2
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
3
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
36
(
2016
),
pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
Saved in:
4
Asymmetric correlations in gold and other financial markets
Miyazaki, T.
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
Saved in:
5
Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 105-113
Persistent link: https://www.econbiz.de/10010490436
Saved in:
6
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
7
Asymmetric dynamics in stock market correlations : evidence from Japan and Singapore
Toyoshima, Yuki
- In:
Journal of Asian economics
24
(
2013
)
1
,
pp. 117-123
Persistent link: https://www.econbiz.de/10009715247
Saved in:
8
An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
Saved in:
9
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 939-950
Persistent link: https://www.econbiz.de/10010245648
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->