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~subject:"A-DCC model"
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A-DCC model
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El Abed, Riadh
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Zardoub, Amna
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1
Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model
El Abed, Riadh
;
Zardoub, Amna
-
2017
, 2011 to February 12, 2016. To this end, the
A-DCC
model allowing for conditional asymmetries in covariance and correlation …
Persistent link: https://www.econbiz.de/10011752166
Saved in:
2
Time varying and asymmetric effect between sovereign credit market and financial market : the asymmetric DCC model
El Abed, Riadh
;
Zardoub, Amna
-
2017
, 2011 to February 12, 2016. To this end, the
A-DCC
model allowing for conditional asymmetries in covariance and correlation …
Persistent link: https://www.econbiz.de/10011751879
Saved in:
3
On the co-movements among gold and other financial markets : a multivariate time-varying asymmetric approach
El Abed, Riadh
;
Zardoub, Amna
- In:
International economics and economic policy : IEEP
16
(
2019
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10012256792
Saved in:
4
How can a small country affect the European economy? The Greek contagion phenomenon
Samitas, Aristeidis
;
Tsakalos, Ioannis
- In:
Journal of International Financial Markets, …
25
(
2013
)
C
,
pp. 18-32
This study applies the asymmetric dynamic conditional correlation (
A-DCC
) model and employs copula functions to …
Persistent link: https://www.econbiz.de/10010693364
Saved in:
5
How can a small country affect the European economy? : the Greek contagion phenomenon
Samitas, Aristeidis
;
Tsakalos, Ioannis
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 18-32
Persistent link: https://www.econbiz.de/10009762814
Saved in:
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