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Financial indicators signaling correlation changes in sovereign bond markets
De Santis, Roberto A.; Stein, Michael - In: Journal of banking & finance 56 (2015), pp. 86-102
Persistent link: https://www.econbiz.de/10011488597
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The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
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The impacts of Hong Kong's currency board reforms on the interbank market
Tse, Yiu Kuen; Yip, Paul S. L. - In: Journal of banking & finance 27 (2003) 12, pp. 2273-2296
Persistent link: https://www.econbiz.de/10001824082
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Pricing Hang Seng Index options around the Asian financial crisis : a GARCH approach
Duan, Jin-Chuan; Zhang, Hua - In: Journal of banking & finance 25 (2001) 11, pp. 1989-2014
Persistent link: https://www.econbiz.de/10001617904
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A macro-financial analysis of the euro area sovereign bond market
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; Sola … - In: Journal of banking & finance 50 (2015), pp. 308-325
Persistent link: https://www.econbiz.de/10010509524
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Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165
Persistent link: https://www.econbiz.de/10010467833
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Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno; Füss, Roland; Glück, Thorsten - In: Journal of banking & finance 84 (2017), pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
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Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios; Casas, Isabel - In: Journal of banking & finance 37 (2013) 7, pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
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Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin; Poon, Ser-Huang - In: Journal of banking & finance 25 (2001) 10, pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
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Dependence structure and extreme comovements in international equity and bond markets
Garcia, René; Tsafack, Georges - In: Journal of banking & finance 35 (2011) 8, pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377