//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asymmetric Correlation and Vol...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
Capital income
189
Kapitaleinkommen
189
Estimation
179
Schätzung
179
ARCH model
155
ARCH-Modell
155
Börsenkurs
152
Share price
152
Aktienmarkt
136
Stock market
136
Theorie
118
Theory
118
Forecasting model
83
Prognoseverfahren
83
Time series analysis
77
Welt
77
World
77
Zeitreihenanalyse
77
Correlation
70
Korrelation
70
China
67
Oil price
55
Ölpreis
55
Spillover effect
51
Spillover-Effekt
51
Exchange rate
50
Wechselkurs
50
Financial crisis
48
Finanzkrise
48
Portfolio selection
48
Portfolio-Management
48
USA
44
United States
44
Risiko
43
Risk
43
Commodity derivative
35
Rohstoffderivat
35
Financial market
34
more ...
less ...
Online availability
All
Undetermined
345
Free
4
Type of publication
All
Article
546
Type of publication (narrower categories)
All
Article in journal
546
Aufsatz in Zeitschrift
546
Conference paper
3
Konferenzbeitrag
3
Language
All
English
546
Author
All
Ma, Feng
8
Zhang, Yaojie
7
Todorova, Neda
6
Arouri, Mohamed
5
Gupta, Rangan
5
Li, Bin
5
Wang, Yudong
5
Zhang, Wei
5
Zhou, Jian
5
Iglesias, Emma M.
4
Kumar, Dilip
4
Lee, Chien-chiang
4
Liu, Li
4
Nguyen, Duc Khuong
4
Pal, Debdatta
4
Shen, Dehua
4
Su, Jen-je
4
Aloui, Chaker
3
Balcilar, Mehmet
3
Chang, Kuang-liang
3
Chevallier, Julien
3
Cross, Jamie
3
Degiannakis, Stavros
3
Hamori, Shigeyuki
3
Huang, Zhuo
3
Jawadi, Fredj
3
Lahiani, Amine
3
Li, Xiao
3
Li, Yong
3
Liu, Jing
3
Louhichi, Waël
3
Lyócsa, Štefan
3
Maheswaran, S.
3
Narayan, Paresh Kumar
3
Ramos, Sofia B.
3
Wang, Tianyi
3
Wei, Yu
3
Wu, Chongfeng
3
Xu, Liao
3
Yang, Chunpeng
3
more ...
less ...
Published in...
All
Economic modelling
MPRA Paper
1,401
NBER working paper series
1,255
Finance research letters
1,228
Working paper / National Bureau of Economic Research, Inc.
1,128
Journal of banking & finance
1,002
NBER Working Paper
938
International review of financial analysis
867
Energy economics
778
Working Paper
749
ECB Working Paper
736
Applied economics
728
International review of economics & finance : IREF
676
Journal of financial economics
652
Applied financial economics
608
Journal of empirical finance
604
The journal of finance : the journal of the American Finance Association
583
Journal of econometrics
551
Applied economics letters
550
IMF Working Papers
547
Research in international business and finance
537
Working paper
535
Economics letters
534
CESifo working papers
519
The North American journal of economics and finance : a journal of financial economics studies
519
Pacific-Basin finance journal
515
CESifo Working Paper
494
Journal of international financial markets, institutions & money
488
Discussion paper / Centre for Economic Policy Research
480
The review of financial studies
479
Discussion paper / Tinbergen Institute
467
The journal of futures markets
463
NBER Working Papers
454
Research paper series / Swiss Finance Institute
453
The European journal of finance
417
CEPR Discussion Papers
403
The journal of real estate finance and economics
398
Journal of risk and financial management : JRFM
395
Journal of financial and quantitative analysis : JFQA
389
Journal of international money and finance
387
more ...
less ...
Source
All
ECONIS (ZBW)
546
Showing
1
-
10
of
546
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
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
Saved in:
4
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
5
Correlation
regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
6
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
Saved in:
7
Price and
volatility
dynamics between securitized real estate spot and futures markets
Shi, Jing
;
Xu, Pisun
- In:
Economic modelling
35
(
2013
),
pp. 582-592
Persistent link: https://www.econbiz.de/10010336748
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->