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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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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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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
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Uncertainty and episodes of extreme capital flows in the Euro Area
Schmidt, Torsten; Zwick, Lina - In: Economic modelling 48 (2015), pp. 343-356
Persistent link: https://www.econbiz.de/10011456918
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Modeling retirees' investment behaviors in the presence of health expenditure risk and financial crisis risk
Gao, Xiang; Sun, Li - In: Economic modelling 94 (2021), pp. 442-454
Persistent link: https://www.econbiz.de/10012695091
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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Economic modelling 94 (2021), pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
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Risk attitude, financial literacy and household consumption : evidence from stock market crash in China
Zhang, Yixing; Jia, Qinmin; Chen, Chen - In: Economic modelling 94 (2021), pp. 995-1006
Persistent link: https://www.econbiz.de/10012695607
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Economic policy uncertainty and financial stability-is there a relation?
Dinh Hoang Bach Phan; Iyke, Bernard Njindan; Sharma, … - In: Economic modelling 94 (2021), pp. 1018-1029
Persistent link: https://www.econbiz.de/10012695613
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Uncertainty in financial markets and business cycles
Yıldırım-Karaman, Seçil - In: Economic modelling 68 (2018), pp. 329-339
Persistent link: https://www.econbiz.de/10011935382
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Tail risk under price limits
Oh, Sekyung; Kee, Hyukdo; Park, Kinam - In: Economic modelling 77 (2019), pp. 113-123
Persistent link: https://www.econbiz.de/10012198437