//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Global financial crisis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"cross-correlation function"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Global financial crisis
cross-correlation function
9
Volatility
7
Volatilität
7
Cross-correlation function
5
Spillover effect
5
Spillover-Effekt
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Share price
4
Aktienmarkt
3
Causality analysis
3
Kausalanalyse
3
Stock market
3
Volatility spillover
3
causality-in-variance
3
Capital income
2
Causality-in-variance
2
Cross Correlation Function approach
2
Cross-correlation function analysis
2
Estimation
2
European sovereign debt crisis
2
Financial crisis
2
Financial sector CDS
2
Finanzkrise
2
Foreign Institutional Investment
2
Geldmarkt
2
Granger Causality test
2
Handelsvolumen der Börse
2
Indian stock market
2
Interbank money market
2
Kapitaleinkommen
2
LIBOR-OIS spread
2
Money market
2
Oil price
2
Schätzung
2
Structural break
2
Theorie
2
Theory
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Hamori, Shigeyuki
2
Tamakoshi, Go
2
Published in...
All
The North American Journal of Economics and Finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->