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Search: subject:"ADCC"
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Azhar Mohamad
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Chen, Baizhu
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Fang, Libing
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Ingham, Hilary
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Izzeldin, Marwan
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Mohammad, Suleiman
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Qian, Yichuo
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Saini, Sakshi
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ECONIS (ZBW)
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1
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:
2
Are Islamic stock markets immune from contagion during the financial crisis?
Zhang, Hengchao
;
Azhar Mohamad
;
Zarinah Hamid
- In:
Journal of economic cooperation & development
42
(
2021
)
4
,
pp. 53-78
Persistent link: https://www.econbiz.de/10013202188
Saved in:
3
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
4
Identifying systemic important markets from a global perspective : using the
ADCC
[delta]CoVaR approach with skewed-t distribution
Fang, Libing
;
Chen, Baizhu
;
Yu, Honghai
;
Qian, Yichuo
- In:
Finance research letters
24
(
2018
),
pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
Saved in:
5
Sectoral dynamics of financial contagion in Europe : the cases of the recent crises episodes
Alexakis, Christos A.
;
Pappas, Vasileios
- In:
Economic modelling
73
(
2018
),
pp. 222-239
Persistent link: https://www.econbiz.de/10012100519
Saved in:
6
Will the crisis "tear us apart"? : evidence from the EU
Pappas, Vasileios
;
Ingham, Hilary
;
Izzeldin, Marwan
; …
- In:
International review of financial analysis
46
(
2016
),
pp. 346-360
Persistent link: https://www.econbiz.de/10011582096
Saved in:
7
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
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