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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
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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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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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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Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
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Frequency heterogeneity of tail connectedness : evidence from global stock markets
Jian, Zhihong; Lu, Haisong; Zhu, Zhican; Xu, Huiling - In: Economic modelling 125 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014463607
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Financial contagion and volatility spillover : an exploration into Indian commodity derivative market
Roy, Rudra Prosad; Roy, Saikat Sinha - In: Economic modelling 67 (2017), pp. 368-380
Persistent link: https://www.econbiz.de/10011813840
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Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik; Lien, Gudbrand; Veka, Steinar; Westgaard, Sjur - In: Economic modelling 43 (2014), pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
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Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu; Gong, Xu; Ma, Diandian; Xu, Yahua - In: Economic modelling 95 (2021), pp. 374-384
Persistent link: https://www.econbiz.de/10012696009