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Aktienmarkt
Dynamic conditional correlation
157
Korrelation
141
ARCH-Modell
140
Correlation
140
ARCH model
138
Volatility
84
Volatilität
84
dynamic conditional correlation
83
Schätzung
74
Estimation
73
Stock market
62
Capital income
54
Kapitaleinkommen
54
Financial crisis
46
Finanzkrise
44
Dynamic Conditional Correlation
43
Börsenkurs
42
Share price
41
Theorie
35
Theory
35
Spillover effect
34
Spillover-Effekt
34
Finanzmarkt
30
Financial market
29
Contagion effect
28
Portfolio selection
28
Portfolio-Management
28
Ansteckungseffekt
27
Exchange rate
21
Zeitreihenanalyse
20
Emerging economies
19
GARCH
19
Schwellenländer
19
Time series analysis
19
Wechselkurs
19
Multivariate GARCH
18
Forecasting model
17
Prognoseverfahren
17
Contagion
16
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Undetermined
32
Free
9
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Article
59
Book / Working Paper
1
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Article in journal
59
Aufsatz in Zeitschrift
59
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
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1
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English
60
Author
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Sensoy, Ahmet
3
Bouri, Elie I.
2
Dua, Pami
2
Erturk, Mutahhar
2
Espinosa Méndez, Christian
2
Hamori, Shigeyuki
2
Padhi, Puja
2
Sakurai, Yuji
2
Sobaci, Cihat
2
Toyoshima, Yuki
2
Tuteja, Divya
2
Aduda, Jane
1
Al-Zeaud, Hussein Ali
1
Alexakis, Panayotis
1
Alomari, Mohammad
1
Alshammari, Saad
1
Amin, Abu S.
1
Amiri, Mohamed Marouen
1
Arekar, Kirti
1
Aydoğan, Berna
1
Azibi, Jamel
1
Belasri, Yassine
1
Ben Sassi, Mounir
1
Bhandari, Avishek
1
Bianconi, Marcelo
1
Boubaker, Adel
1
Boubaker, Heni
1
Caporin, Massimiliano
1
Chen, Ming-Chi
1
Chowdhury, Shah Saeed Hassan
1
Connor, Gregory
1
Daugherty, Mary Schmid
1
DeBoyrie, Maria Eugenia
1
Deng, Chengtao
1
Derbali, Abdelkader
1
Dimitriou, Dimitrios
1
Disli, Mustafa
1
Elgohari, Hanaa
1
Ellaia, Rachid
1
Eraslan, Veysel
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
International journal of economics and financial issues : IJEFI
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Finance research letters
2
Global business review
2
International review of economics & finance : IREF
2
Journal of Asian economics
2
Journal of economic integration
2
American journal of finance and accounting
1
Applied economics letters
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Global economy journal : GEJ
1
Global finance journal
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of economics and business research : IJEBR
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Journal of wine economics
1
Portuguese economic journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The Chinese economy : translations and studies
1
The Indian economic journal
1
The Lahore journal of economics
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ECONIS (ZBW)
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51
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Saved in:
52
Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
Moore, Tomoe
;
Wang, Ping
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010431516
Saved in:
53
Israeli-Hezbollah war and global financial crisis in the Middle East and North African equity markets
Bouri, Elie I.
- In:
Journal of economic integration
29
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010398928
Saved in:
54
Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
Saved in:
55
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
56
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:
57
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
Saved in:
58
BRIC and the US financial crisis : an empirical investigation of stock and bond markets
Bianconi, Marcelo
;
Yoshino, Joe Akira
;
Machado de …
- In:
Emerging markets review
14
(
2013
),
pp. 76-109
Persistent link: https://www.econbiz.de/10009727963
Saved in:
59
Volatility spillover and time-varying correlation among the Indian, Asian and US stock markets
Padhi, Puja
;
Lagesh, M. A.
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
2
,
pp. 78-90
Persistent link: https://www.econbiz.de/10010338416
Saved in:
60
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
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