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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets
Bordo, Michael D. - 2002
of both advanced and emerging countries during two periods of globalization -- the pre-World War I classical gold …
Persistent link: https://www.econbiz.de/10012469694