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Estimation
Industrie
51,614
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39,550
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39,450
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38,046
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30,128
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30,021
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Gupta, Rangan
111
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80
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71
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69
Pierdzioch, Christian
59
Pesaran, M. Hashem
50
Gil-Alaña, Luis A.
48
McMillan, David G.
48
McAleer, Michael
40
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39
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38
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37
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36
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36
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32
Bouri, Elie
30
Härdle, Wolfgang
29
Bali, Turan G.
28
Allen, David E.
25
Campbell, John Y.
25
Hautsch, Nikolaus
25
Todorov, Viktor
25
Zhou, Guofu
25
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24
Ma, Feng
24
Nitschka, Thomas
24
Stambaugh, Robert F.
24
Balcilar, Mehmet
23
Görg, Holger
23
Wang, Yudong
23
Ghysels, Eric
22
Kapetanios, George
22
Konings, Jozef
22
Sehgal, Sanjay
22
Cakici, Nusret
21
Zhang, Yaojie
21
Ammann, Manuel
20
Caporin, Massimiliano
20
Hayo, Bernd
20
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20
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5
Zentrum für Europäische Wirtschaftsforschung
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of Richmond
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Shaker Verlag
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Verlag Dr. Kovač
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Tectum Verlag
2
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University of Cambridge / Faculty of Economics
2
University of Hong Kong / School of Economics and Finance
2
University of Reading / Department of Economics
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Applied economics
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Finance research letters
227
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209
Economic modelling
195
International review of economics & finance : IREF
190
International review of financial analysis
190
NBER working paper series
182
Working paper / National Bureau of Economic Research, Inc.
179
Journal of banking & finance
171
NBER Working Paper
153
Journal of empirical finance
149
Journal of econometrics
148
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142
Journal of financial economics
139
Applied financial economics
132
The North American journal of economics and finance : a journal of financial economics studies
132
Research in international business and finance
122
Journal of international financial markets, institutions & money
112
CESifo working papers
107
Energy economics
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Economics letters
97
The European journal of finance
92
Pacific-Basin finance journal
91
Discussion paper / Centre for Economic Policy Research
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Working paper
81
Journal of international money and finance
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
IZA Discussion Paper
73
Journal of risk and financial management : JRFM
73
International journal of finance & economics : IJFE
71
Review of quantitative finance and accounting
71
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68
International journal of economics and finance
67
The empirical economics letters : a monthly international journal of economics
61
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
58
International journal of economics and financial issues : IJEFI
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Cogent economics & finance
54
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ECONIS (ZBW)
16,618
RePEc
3
Other ZBW resources
2
BASE
1
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1
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1
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
Saved in:
2
Re-examine the dynamic conditional
correlation
between bond and stock returns : the quantile regression approach
Wu, Bing-tse
;
Lee, Wo-chiang
- In:
The empirical economics letters : a monthly …
11
(
2012
)
5
,
pp. 493-502
Persistent link: https://www.econbiz.de/10009758161
Saved in:
3
Smooth transition patterns in the realized stock-bond
correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
Saved in:
4
Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach
Lee, Hyunchul
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012692434
Saved in:
5
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
6
Correlation
of stock market returns in the West African region from 2008 to 2016
Obadiaru, Eseosa
;
Omankhanlen, Alex
;
Obasaju, Barnabas …
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 120-130
Persistent link: https://www.econbiz.de/10012159362
Saved in:
7
Empirical evidence on the stock-bond
correlation
Molenaar, Roderick
;
Sénéchal, Edouard
;
Swinkels, Laurens
- In:
Financial analysts journal : FAJ
80
(
2024
)
3
,
pp. 17-36
Persistent link: https://www.econbiz.de/10015050469
Saved in:
8
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
9
Gaussian rank
correlation
and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
10
Gaussian rank
correlation
and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
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