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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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Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531062
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The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2012
Persistent link: https://www.econbiz.de/10009663206
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014
Persistent link: https://www.econbiz.de/10010376537
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Growth and convergence in a multi-country empirical stochastic Solow model
Lee, Kevin C.; Pesaran, M. Hashem; Smith, Ron - 1996 - rev. version
Persistent link: https://www.econbiz.de/10000944242
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Are oil prices efficient?
Arshad, Shaista; Rizvi, Syed Aun Raza; Haroon, Omair; … - In: Economic modelling 96 (2021), pp. 362-370
Persistent link: https://www.econbiz.de/10012745431
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Economic growth, corruption, and financial development : global evidence
Song, Chang-Qing; Chang, Chun Ping; Gong, Qiang - In: Economic modelling 94 (2021), pp. 822-830
Persistent link: https://www.econbiz.de/10012695353
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Revisiting global economic activity and crude oil prices : a wavelet analysis
Dong, Minyi; Chang, Chun Ping; Gong, Qiang; Chu, Yin - In: Economic modelling 78 (2019), pp. 134-149
Persistent link: https://www.econbiz.de/10012198915