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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
Zhang, Bing; Li, Xindan; Yu, Honghai - In: The North American journal of economics and finance : a … 26 (2013), pp. 725-738
Persistent link: https://www.econbiz.de/10010370480
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Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework
Yu, Philip L. H.; Li, Wai Keung; Ng, F. C - In: The North American journal of economics and finance : a … 27 (2014), pp. 17-33
Persistent link: https://www.econbiz.de/10010460916
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Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald; Li, Yang; Zhou, Chunyang; Lee, Geul - In: The North American journal of economics and finance : a … 28 (2014), pp. 265-272
Persistent link: https://www.econbiz.de/10010461942
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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
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The rise of passive investing and index-linked comovement
Grégoire, Vincent - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012659532
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Structural breaks in the correlations between Asian and US stock markets
Lee, Chia-Hao; Chou, Pei-I - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012659820
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Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai; Zhu, Jingran; Xu, Mingli; Yang, Lu - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
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How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824