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Measuring Contagion with a Bay...
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Finance research letters
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1
Correlation
meets causality : a holistic measure of financial
contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
- In:
Finance research letters
65
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014552747
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2
Challenging golden standards in EWMA smoothing parameter calibration based on realized
covariance
measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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3
The instability of the Pearson
correlation
coefficient in the presence of coincidental
outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
4
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
5
Cross-financial-market
correlations
and quantitative easing
Kryzanowski, Lawrence
;
Zhang, Jie
;
Zhong, Rui
- In:
Finance research letters
20
(
2017
),
pp. 13-21
Persistent link: https://www.econbiz.de/10011806731
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6
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
7
Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
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8
Illiquidity
contagion
and pricing of commonality risk : evidence from a dynamic conditional
correlation
model
Beyene, Nardos
;
Huang, Peng
;
Hueng, C. James
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805167
Saved in:
9
Is China a source of financial
contagion
?
Akhtaruzzaman, Md.
;
Abdel-Qader, Waleed
;
Hammami, Helmi
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012485078
Saved in:
10
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
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