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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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Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Baumöhl, Eduard; Lyócsa, Štefan - In: Economic modelling 38 (2014), pp. 175-183
Persistent link: https://www.econbiz.de/10010418125
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The trade effects of tariffs and non-tariff changes of preferential trade agreements
Cheong, Juyoung; Kwak, Do Won; Tang, Kam Ki - In: Economic modelling 70 (2018), pp. 370-382
Persistent link: https://www.econbiz.de/10012027950
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Return spillovers around the globe : a network approach
Lyócsa, Štefan; Výrost, Tomáš; Baumöhl, Eduard - In: Economic modelling 77 (2019), pp. 133-146
Persistent link: https://www.econbiz.de/10012198452
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
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Do preferential trade agreements stimulate high-tech exports for low-income countries?
Cheong, Juyoung - In: Economic modelling 127 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463726