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~subject:"ARCH-Modell"
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ARCH-Modell
Aktienmarkt
20
Stock market
20
Volatility
17
Volatilität
17
ARCH model
15
ADCC
11
ADCC-GARCH
11
Hedging
11
Welt
11
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11
Portfolio selection
9
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Börsenkurs
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Spillover effect
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7
Capital income
6
EU countries
6
EU-Staaten
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Estimation
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A-DCC model
5
China
5
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5
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Finanzmarkt
5
Emerging economies
4
Euro area
4
Islamic finance
4
Islamisches Finanzsystem
4
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Marktintegration
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El Abed, Riadh
2
Sehgal, Sanjay
2
Zardoub, Amna
2
Arfinto, Erman
1
Bang, Nupur Pavan
1
Bijoy, Kumar
1
Cepni, Oguzhan
1
Chiang, Thomas C.
1
Chkili, Walid
1
Fakhfekh, Mohamed
1
Ghorbel, Ahmed
1
Gupta, Priyanshi
1
Gupta, Rakesh
1
Gupta, Rangan
1
Jana, Susovon
1
Jeribi, Ahmed
1
Ji, Qiang
1
Kumar, Dilip
1
Lahiani, Amine
1
Li, Jiandong
1
Mawardi, Wisnu
1
Mohammad, Suleiman
1
Muguto, Hilary Tinotenda
1
Muharam, Harjum
1
Muzindutsi, Paul-Francois
1
Najmudin, Najmudin
1
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1
Polat, Onur
1
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1
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1
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1
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1
Shahateet, Mohammed Issa
1
Shrydeh, Najib
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1
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ECONIS (ZBW)
15
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date (oldest first)
1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
Do Instabilities in national macroeconomic factors contribute to channeling volatility spillover from the global to the Islamic equity market?
Muharam, Harjum
;
Najmudin, Najmudin
;
Mawardi, Wisnu
; …
- In:
Comparative economic research : Central and Eastern Europe
24
(
2021
)
1
,
pp. 103-121
derive values of volatility for all variables; an asymmetry dynamic conditional correlation (
ADCC
) model to produce a measure …
Persistent link: https://www.econbiz.de/10012664825
Saved in:
3
Is the cryptocurrency market a hedge against stock market risk? : a wavelet and GARCH approach
Jana, Susovon
;
Sahu, Tarak Nath
- In:
Economic notes
52
(
2023
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014427518
Saved in:
4
Country risk and the interaction between gold price and gold stock index return volatilities : evidence from the South African market
Vengesai, Edson
;
Rupande, Lorraine
;
Muguto, Hilary Tinotenda
- In:
International journal of trade and global markets
15
(
2022
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10012887877
Saved in:
5
Market uncertainty and correlation between Bitcoin and Ether
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
Finance research letters
50
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014239961
Saved in:
6
Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period
Ghorbel, Ahmed
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
; …
- In:
The journal of risk finance : JRF
23
(
2022
)
2
,
pp. 206-244
Persistent link: https://www.econbiz.de/10013370537
Saved in:
7
Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Gupta, Priyanshi
;
Sehgal, Sanjay
- In:
Journal of economic integration : jei
34
(
2019
)
4
,
pp. 667-704
Persistent link: https://www.econbiz.de/10012137329
Saved in:
8
The hedging effectiveness of gold against US stocks in a post-financial crisis era
Shrydeh, Najib
;
Shahateet, Mohammed Issa
;
Mohammad, Suleiman
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-23
and other market variables. To test the validity of this conception, this study applies a VAR-
ADCC
-BVGARCH model for 2 …
Persistent link: https://www.econbiz.de/10014233046
Saved in:
9
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:
10
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:
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