Narrow search
Showing 1 - 10 of 2,515
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Stock market comovements in Central Europe : evidence from the asymmetric DCC model
Gjika, Dritan; Horváth, Roman - In: Economic modelling 33 (2013), pp. 55-64
Persistent link: https://www.econbiz.de/10010192060
Cover Image
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
Cover Image
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Fang, Libing; Yu, Honghai; Li, Lei - In: Economic modelling 66 (2017), pp. 139-145
Persistent link: https://www.econbiz.de/10011813695
Cover Image
Time-varying comovement and changes of comovement structure in the Chinese stock market : a causal network method
Bu, Hui; Tang, Wenjin; Wu, Junjie - In: Economic modelling 81 (2019), pp. 181-204
Persistent link: https://www.econbiz.de/10012201934
Cover Image
The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui; Liu, Xi-Hua; Kong, Xianli - In: Economic modelling 83 (2019), pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Cover Image
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong; Nie, He; Monginsidi, Joe Yohanes - In: Economic modelling 64 (2017), pp. 384-398
Persistent link: https://www.econbiz.de/10011761283