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The variance implied
conditional
correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
2
Global crises and contagion : does the capitalization size matter?
Kenourgios, Dimitris
;
Dimitriou, Dimitrios
;
Samitas, …
- In:
Applied economics quarterly
64
(
2018
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10011974997
Saved in:
3
Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing
;
Ouyang, Hongbing
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
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