Narrow search
Showing 81 - 90 of 260
Cover Image
The generalized asymmetric dynamic covariance model
Goeij, Peter de; Marquering, Wessel A. - In: Finance research letters 2 (2005) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10002883177
Cover Image
Another look at the relationship between cross-market correlation and volatility
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Finance research letters 2 (2005) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10002883183
Cover Image
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš - In: Finance research letters 53 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Cover Image
ESG performance and stock price fragility
Wang, Hu; Shen, Hong; Li, Shouwei - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473633
Cover Image
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad; Obeid, Hassan - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Cover Image
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk; Batten, Jonathan A.; Gozgor, Giray; … - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Cover Image
Deconstructing the Gerber statistic
Flint, Emlyn; Polakow, Daniel - In: Finance research letters 56 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
Cover Image
A u-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
Wang, Jying-Nan; Liu, Hung-Chun; Hsu, Yuan-Teng - In: Finance research letters 59 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014445400
Cover Image
How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional green bond markets?
Guo, Yaoqi; Deng, Yiwen; Zhang, Hongwei - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014505910
Cover Image
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