//--> //--> //-->
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
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:"A-DCC model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
A-DCC model
5
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Aktienmarkt
2
CDSs and financial market indicators
2
Copulas
2
Correlation
2
EGARCH
2
Eurozone
2
Financial contagion
2
Financial market
2
Finanzmarkt
2
Gold
2
Greek crisis
2
Korrelation
2
Portfolio selection
2
Portfolio-Management
2
Stock market
2
Welt
2
World
2
asymmetries
2
Ansteckungseffekt
1
BRICS countries
1
BRICS-Staaten
1
Börsenkurs
1
Contagion effect
1
Devisenmarkt
1
EU countries
1
EU-Staaten
1
Euro area
1
Exchange market
1
Financial crisis
1
Finanzkrise
1
Foreign exchange market
1
Gold market
1
Greece
1
Griechenland
1
Hedge
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
5
Undetermined
1
Author
All
El Abed, Riadh
3
Zardoub, Amna
3
Samitas, Aristeidis
2
Tsakalos, Ioannis
2
Chkili, Walid
1
Published in...
All
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics Discussion Papers
1
International economics and economic policy : IEEP
1
Journal of International Financial Markets, Institutions and Money
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
Source
All
ECONIS (ZBW)
4
EconStor
1
RePEc
1
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model
El Abed, Riadh
;
Zardoub, Amna
-
2017
, 2011 to February 12, 2016. To this end, the
A-DCC
model
allowing for conditional asymmetries in covariance and correlation …
Persistent link: https://www.econbiz.de/10011752166
Saved in:
2
Time varying and asymmetric effect between sovereign credit market and financial market : the asymmetric DCC model
El Abed, Riadh
;
Zardoub, Amna
-
2017
, 2011 to February 12, 2016. To this end, the
A-DCC
model
allowing for conditional asymmetries in covariance and correlation …
Persistent link: https://www.econbiz.de/10011751879
Saved in:
3
On the co-movements among gold and other financial markets : a multivariate time-varying asymmetric approach
El Abed, Riadh
;
Zardoub, Amna
- In:
International economics and economic policy : IEEP
16
(
2019
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10012256792
Saved in:
4
Dynamic correlations and hedging effectiveness between gold and stock markets : evidence for BRICS countries
Chkili, Walid
- In:
Research in international business and finance
38
(
2016
),
pp. 22-34
Persistent link: https://www.econbiz.de/10011640606
Saved in:
5
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
)
C
,
pp. 18-32
This study applies the asymmetric dynamic conditional correlation (
A-DCC
)
model
and employs copula functions to …
Persistent link: https://www.econbiz.de/10010693364
Saved in:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->