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~subject:"Financial market"
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Search: subject:"DCC"
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Financial market
Volatility
210
Volatilität
203
ARCH-Modell
193
ARCH model
191
DCC-GARCH
182
Stock market
167
Aktienmarkt
164
Korrelation
139
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138
Schätzung
132
Estimation
128
Börsenkurs
125
Share price
123
DCC
119
Welt
103
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102
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102
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96
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96
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93
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89
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89
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80
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74
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62
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56
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51
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50
Risk
46
Risiko
45
Coronavirus
43
International financial market
41
Internationaler Finanzmarkt
41
BEKK
40
DCC-GARCH model
40
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40
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El Abed, Riadh
3
Bonga-Bonga, Lumengo
2
Zardoub, Amna
2
Abbes, Mouna Boujelbène
1
Abdelmageed, Samar
1
Andoh, Charles
1
Bandyopadhyay, Gautam
1
Ben Halima, Amel
1
Benyovszki, Annamária
1
Boukadida, Sahar
1
Bratis, Theodoros
1
Cai, Xiao Jing
1
Chakrabarty, Anindya
1
Chen, Bing
1
Corbet, Shaen
1
Coronado, Semei
1
De Angelis, Luca
1
De, Anupam
1
Dimitras, Augustinos I.
1
Elgohari, Hanaa
1
Ernayani, Rihfenti
1
Foggitt, Gregory M.
1
Gao, Yang
1
Gardini, Attilio
1
Gottschalk, Sylvia
1
Guesmi, Khaled
1
Gupta, Rangan
1
Hamori, Shigeyuki
1
Hassanein, Ahmed
1
Herwarth Kohn, Maximilian-Benedikt
1
Heymans, André
1
Huang, Fei
1
Ismail, Rendi Susiswo
1
Jabri, Abdelkarim
1
Jaidane, Warda
1
Jebri, Saoussen
1
Jehan, Shahzdah Nayyar
1
Jiang, Huadong
1
Jiménez, Inés
1
Kanda, Patrick
1
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The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Global business review
3
Cogent economics & finance
2
International journal of economics and business research : IJEBR
2
Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
ERF working papers series
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Emerging markets review
1
Financial studies
1
International economics and economic policy : IEEP
1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International journal of financial engineering and risk management
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of Chinese economic and business studies
1
Journal of applied economics
1
Journal of capital markets studies
1
Journal of economics and finance : JEF
1
Journal of financial stability
1
Organizations and markets in emerging economies
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The journal of applied business research
1
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ECONIS (ZBW)
40
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40
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date (oldest first)
1
Research on spillover effect of foreign market risk on Chinese capital market from perspective of full financial opening-up
Zhou, Xinhui
;
Li, Yuzhe
;
Chen, Bing
;
Jiang, Huadong
- In:
Journal of Chinese economic and business studies
21
(
2023
)
4
,
pp. 517-538
Persistent link: https://www.econbiz.de/10014444077
Saved in:
2
An investigation of financial contagion between cryptocurrency and equity markets : evidence from developed and emerging markets
Niyitegeka, Olivier
;
Zhou, Sheunesu
- In:
Cogent economics & finance
11
(
2023
)
1
,
pp. 1-21
by the COVID-19 pandemic. Two econometric models are used: (1) the dynamic conditional correlation (
DCC
) GARCH and (2 …) the wavelet analysis models. Using the
DCC
GARCH model, the study found the evidence of high conditional correlations …
Persistent link: https://www.econbiz.de/10014500791
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
Measuring systemic risk of china's listed banks
Zhang, Ping
;
Wang, Yiru
;
Zhao, Min
;
Yang, Tzu-Yi
- In:
Financial studies
25
(
2021
)
3
,
pp. 6-29
significantly smaller than the result from the quantile regression method. Compared with the
DCC
-GARCH model, a simple GARCH model …
Persistent link: https://www.econbiz.de/10012664694
Saved in:
5
Financial integration, inclusion and stability during crises : insights from the MENA region
Abdelmageed, Samar
-
2021
Persistent link: https://www.econbiz.de/10012793451
Saved in:
6
Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)
Tronzano, Marco
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
3/127
,
pp. 1-25
This paper focuses on four major aggregate stock price indexes (SP 500, Stock Europe 600, Nikkei 225, Shanghai Composite) and two "safe-haven" assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades. Significant contagion effects on stock markets are...
Persistent link: https://www.econbiz.de/10012486245
Saved in:
7
Multivariate dynamics between emerging markets and digital asset markets : an application of the SNP-
DCC
model
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Emerging markets review
56
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478653
Saved in:
8
How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?
Wu, Hao
;
Zhu, Huiming
;
Huang, Fei
;
Mao, Weifang
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246897
Saved in:
9
Systemic risk of Chinese financial institutions and asset price bubbles
Zhang, Xiaoming
;
Wei, Chunyan
;
Lee, Chien-chiang
;
Tian, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014247015
Saved in:
10
The level of African forex markets integration and Eurobond issue
Mensah, Lord
;
Andoh, Charles
;
Kuttu, Saint
;
Yiadom, …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 232-250
Persistent link: https://www.econbiz.de/10014227702
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