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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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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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The effect of growth volatility on income inequality
Huang, Ho-chuan; Fang, Wen-shwo; Miller, Stephen M.; … - In: Economic modelling 45 (2015), pp. 212-222
Persistent link: https://www.econbiz.de/10011334122
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Does globalization promote real output? : evidence from quantile cointegration regression
Chang, Chun Ping; Lee, Chien-chiang; Hsieh, Meng-Chi - In: Economic modelling 44 (2015), pp. 25-36
Persistent link: https://www.econbiz.de/10011326304
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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798
Persistent link: https://www.econbiz.de/10009708796
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Financial structure on growth and volatility
Yeh, Chih-chuan; Huang, Ho-chuan; Lin, Pei-chien - In: Economic modelling 35 (2013), pp. 391-400
Persistent link: https://www.econbiz.de/10010259792
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Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Modeling volatility and conditional correlations between socially responsible investments, gold and oil
Sadorsky, Perry A. - In: Economic modelling 38 (2014), pp. 609-618
Persistent link: https://www.econbiz.de/10010418963