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ECONIS (ZBW)
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1
A wavelet decomposition approach to crude oil price and exchange rate
dependence
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
- In:
Economic modelling
32
(
2013
),
pp. 42-57
Persistent link: https://www.econbiz.de/10009760777
Saved in:
2
Analyzing the
dependence
structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Economic modelling
35
(
2013
),
pp. 199-206
Persistent link: https://www.econbiz.de/10010259465
Saved in:
3
Industry co-movements of American depository receipts : evidences from the copula approaches
Lee, Chien-chiang
;
Chang, Chi-Hung
;
Chen, Mei-Ping
- In:
Economic modelling
46
(
2015
),
pp. 301-314
Persistent link: https://www.econbiz.de/10011436620
Saved in:
4
On the role of
dependence
in sticky price and sticky information Phillips curve : modelling and forecasting
Casarin, Roberto
;
Costantini, Mauro
;
Paradiso, Antonio
- In:
Economic modelling
105
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367149
Saved in:
5
Contagion
of the Global Financial Crisis and the real economy : a regional analysis
Kenourgios, Dimitris
;
Dimitriou, Dimitrios
- In:
Economic modelling
44
(
2015
),
pp. 283-293
Persistent link: https://www.econbiz.de/10011326224
Saved in:
6
Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
Kaabia, Olfa
;
Abid, Ilyes
;
Guesmi, Khaled
- In:
Economic modelling
31
(
2013
),
pp. 423-432
Persistent link: https://www.econbiz.de/10009729031
Saved in:
7
The more
contagion
effect on emerging markets : the evidence of DCC-GARCH model
Celık, Sibel
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1946-1959
Persistent link: https://www.econbiz.de/10009667034
Saved in:
8
Bull or bear markets : a wavelet dynamic correlation perspective
Benhmad, François
- In:
Economic modelling
32
(
2013
),
pp. 576-591
Persistent link: https://www.econbiz.de/10009762016
Saved in:
9
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:
10
Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume
;
Peltonen, Tuomo
- In:
Economic modelling
49
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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