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Search: subject:"cross-correlation function"
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Causality-in-variance
cross-correlation function
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Hamori, Shigeyuki
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Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 104-113
Persistent link: https://www.econbiz.de/10010460893
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2
Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The North American Journal of Economics and Finance
27
(
2014
)
C
,
pp. 104-113
By employing the robust
cross-correlation
function
approach proposed by Hong (2001), and conducting pre-tests for …
Persistent link: https://www.econbiz.de/10010753551
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