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Stock-bond return correlations : moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
Allard, Anne-Florence; Iania, Leonardo; Smedts, Kristien - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012437127
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Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji; Akinsomi, Omokolade - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
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Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Rahman, Md Lutfur; Troster, Victor; Uddin, Mohammed … - In: International review of financial analysis 79 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013350007
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Bitcoin vs. fiat currencies : insights from extreme dependence and risk spillover analysis with financial markets
Abid, Ilyes; Bouri, Elie; Galariotis, Emilios; Guesmi, … - In: International review of financial analysis 90 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014469176
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Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
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Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu; Yang, Lei; Hamori, Shigeyuki - In: International review of financial analysis 59 (2018), pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
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ESG, risk, and (tail) dependence
Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, … - In: International review of financial analysis 87 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
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Dependence dynamics of US REITs
Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; Ahmad, Nasir - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013411148