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Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...

Persistent link: https://www.econbiz.de/10010515402

Dynamic conditional correlation analysis of stock market contagion : evidence from the 2007-2010 financial crises

Mighri, Zouheir; Mansouri, Fayçal - In: International journal of economics and financial issues … 3 (2013) 3, pp. 637-661

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Synchronization between financial crisis and international business cycles : evidence from Asia

Tayebi, Seyed Komail; Zamani, Zahra - In: Korea and the world economy 14 (2013) 2, pp. 313-341

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Convergence in the core euro zone under the global financial crisis

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Gold, oil, and stocks

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Persistent link: https://www.econbiz.de/10010407524

Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets

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Persistent link: https://www.econbiz.de/10011476241

Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets

Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121

Persistent link: https://www.econbiz.de/10010465130

From dotcom to Covid-19 : a convergence analysis of Islamic investments

Alexakis, Christos A.; Kenourgios, Dimitris; Pappas, … - In: Journal of international financial markets, … 75 (2021), pp. 1-28

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Contagion effects during financial crisis : evidence from the Greek sovereign bonds market

Pragidis, I. C.; Aielli, G. P.; Chionēs, Dionysios; … - In: Journal of financial stability 18 (2015), pp. 127-138

Persistent link: https://www.econbiz.de/10011574136

Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: International review of economics & finance : IREF 42 (2016), pp. 186-201

Persistent link: https://www.econbiz.de/10011625108