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Search: subject:"ADCC"
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Aktienmarkt
20
Stock market
20
Volatility
17
Volatilität
17
ARCH model
15
ARCH-Modell
15
ADCC
11
ADCC-GARCH
11
Hedging
11
Welt
11
World
11
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9
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Gold
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Korrelation
7
Capital income
6
EU countries
6
EU-Staaten
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Estimation
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Kapitaleinkommen
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Schätzung
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A-DCC model
5
China
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Eurozone
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Financial market
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Finanzmarkt
5
Emerging economies
4
Euro area
4
Islamic finance
4
Islamisches Finanzsystem
4
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Marktintegration
4
Schwellenländer
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4
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43
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Ghorbel, Ahmed
5
Sehgal, Sanjay
5
El Abed, Riadh
3
Mittal, Anand
3
Mittal, Arjun
3
Zardoub, Amna
3
Anas, Muhammad
2
Ashfaq, Saira
2
Ben Ameur, Hachmi
2
Fang, Libing
2
Kayani, Ghulam Mujtaba
2
Mawardi, Wisnu
2
Mohammad, Suleiman
2
Muharam, Harjum
2
Najmudin, Najmudin
2
Nayyar, Sadaf
2
Pappas, Vasileios
2
Samitas, Aristeidis
2
Shahateet, Mohammed Issa
2
Shrydeh, Najib
2
Sumadi, Mohammed
2
Tsakalos, Ioannis
2
Yu, Honghai
2
Zghal, Rania
2
Abbes, Mouna Boujelbène
1
Alexakis, Christos A.
1
Arfinto, Erman
1
Arfinto, Erman Denny
1
Azhar Mohamad
1
Bang, Nupur Pavan
1
Baumöhl, Eduard
1
Bijoy, Kumar
1
Cepni, Oguzhan
1
Cheffou, Abdoulkarim Idi
1
Chen, Baizhu
1
Chiang, Thomas C.
1
Chkili, Walid
1
Dammak, Fredj Amine
1
Demiralay, Sercan
1
Du, Donglei
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
EconWPA
1
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Economic modelling
3
Finance research letters
3
Cogent Economics & Finance
2
Cogent economics & finance
2
International journal of emerging markets
2
MPRA Paper
2
Theoretical economics letters
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Asia-Pacific journal of business administration
1
Borsa Istanbul Review
1
Comparative Economic Research. Central and Eastern Europe
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Comparative economic research : Central and Eastern Europe
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1
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Economics : the open-access, open-assessment e-journal
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1
International journal of financial engineering
1
International journal of trade and global markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of International Financial Markets, Institutions and Money
1
Journal of Risk and Financial Management
1
Journal of economic cooperation & development
1
Journal of economic integration : jei
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Quantitative finance and economics
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of risk finance : JRF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
38
EconStor
5
RePEc
4
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41
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:
42
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
43
Diversification into other emerging nations : evidence from India
Gupta, Rakesh
;
Bang, Nupur Pavan
- In:
International journal of business and globalisation : IJBG
15
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011544013
Saved in:
44
Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip
- In:
IIMB management review
26
(
2014
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
Saved in:
45
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:
46
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:
47
Valuing Volatility Spillovers
Milunovich, George
;
Thorp, Susan
-
EconWPA
-
2005
Persistent link: https://www.econbiz.de/10005119466
Saved in:
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