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~person:"Zhang, Bing"
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Search: subject:"Conditional correlation"
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Conditional correlation
5
Aktienmarkt
3
Börsenkurs
3
Correlation
3
Korrelation
3
Share price
3
Stock market
3
ARCH model
2
ARCH-Modell
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BRICS stock market
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Cointegration
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BRICS countries
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Shock
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Zhang, Bing
Antonakakis, Nikolaos
23
Sensoy, Ahmet
19
Kim, Hyeongwoo
15
McAleer, Michael
14
Hamori, Shigeyuki
13
Scharler, Johann
12
Silvennoinen, Annastiina
11
Teräsvirta, Timo
10
Hacihasanoglu, Erk
9
Hafner, Christian M.
9
Gupta, Rangan
8
Kenourgios, Dimitris
8
Morana, Claudio
8
Tamakoshi, Go
8
Anderson, Seth
6
Beard, T. Randolph
6
Dimitriou, Dimitrios
6
Sbrana, Giacomo
6
Sobaci, Cihat
6
Toyoshima, Yuki
6
Aslanidis, Nektarios
5
Bianconi, Marcelo
5
Bouri, Elie I.
5
Jin, Xisong
5
Kim, Bong-Han
5
Stern, Liliana
5
Weber, Enzo
5
Erturk, Mutahhar
4
Katzke, Nico
4
Munandar, Haris
4
Ozturk, Kevser
4
Signori, Ombretta
4
Ülkü, Numan
4
Akhtaruzzaman, Md.
3
Balcilar, Mehmet
3
Connor, Gregory
3
Dijk, Dick van
3
Eraslan, Veysel
3
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3
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Applied economics
1
International Review of Economics & Finance
1
International review of economics & finance : IREF
1
The North American Journal of Economics and Finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing
- In:
Applied economics
49
(
2017
)
15
,
pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
Saved in:
2
Has there been any change in the comovement between the Chinese and US stock markets?
Zhang, Bing
;
Li, Xiao-Ming
- In:
International Review of Economics & Finance
29
(
2014
)
C
,
pp. 525-536
structural change. Their
conditional
correlation
fluctuates around an upward trend, which has shifted upward since the recent …
Persistent link: https://www.econbiz.de/10010729758
Saved in:
3
Has there been any change in the comovement between the Chinese and US stock markets?
Zhang, Bing
;
Li, Xiao-Ming
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 525-536
Persistent link: https://www.econbiz.de/10010432302
Saved in:
4
Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
Zhang, Bing
;
Li, Xindan
;
Yu, Honghai
- In:
The North American Journal of Economics and Finance
26
(
2013
)
C
,
pp. 725-738
Europe stock markets. 70% of BRICS stock markets’
conditional
correlation
series demonstrate an upward long-run trend with …
Persistent link: https://www.econbiz.de/10010730252
Saved in:
5
Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
Zhang, Bing
;
Li, Xindan
;
Yu, Honghai
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 725-738
Persistent link: https://www.econbiz.de/10010370480
Saved in:
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