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341
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Economic modelling
IMF Working Papers
944
MPRA Paper
808
Finance research letters
749
Energy economics
713
NBER working paper series
679
Working paper / National Bureau of Economic Research, Inc.
607
NBER Working Paper
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International review of financial analysis
495
Applied economics
481
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479
International review of economics & finance : IREF
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441
The journal of futures markets
413
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Economics letters
366
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364
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350
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337
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322
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1
Interrelationships and
volatility
of the financial asset prices under capital flows : the case of Korea
Lee, Ki Seong
;
Yoon, Seok
- In:
Economic modelling
24
(
2007
)
3
,
pp. 386-397
Persistent link: https://www.econbiz.de/10003428974
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2
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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3
Regime-switching in
volatility
and
correlation
structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
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4
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
5
Correlations and
volatility
spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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6
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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7
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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8
International swap market contagion and
volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
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9
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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10
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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