Narrow search
Showing 1 - 10 of 24
Cover Image
Stock price fragility and the cost of bank loans
Francis, Bill B.; Hasan, Iftekhar; Shen, Yinjie; Ye, Pengfei - In: Journal of empirical finance 63 (2021), pp. 118-135
Persistent link: https://www.econbiz.de/10013258962
Cover Image
The benefits of improved covariance estimation
Turtle, Harry J.; Wang, Kainan - In: Journal of empirical finance 37 (2016), pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Cover Image
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł; Koopman, Siem Jan; Lucas, André - In: Journal of empirical finance 29 (2014), pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Cover Image
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki; Heimonen, Kari - In: Journal of empirical finance 28 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Cover Image
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: Journal of empirical finance 28 (2014), pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Cover Image
Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Cover Image
Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro - In: Journal of empirical finance 25 (2014), pp. 95-111
Persistent link: https://www.econbiz.de/10010462056
Cover Image
What causes the asymmetric correlation in stock returns?
Chung, Y. Peter; Hong, Hyun A.; Kim, S. Thomas - In: Journal of empirical finance 54 (2019), pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
Cover Image
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian; Hartkopf, Jan Patrick; Liesenfeld, Roman - In: Journal of empirical finance 55 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Cover Image
On the robustness of the principal volatility components
Trucíos, Carlos; Hotta, Luiz K.; Pereira, Pedro L. Valls - In: Journal of empirical finance 52 (2019), pp. 201-219
Persistent link: https://www.econbiz.de/10012171112