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Edward Elgar Publishing
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Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
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Verlag Dr. Kovač
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Conference The Future of the Global Financial System: Downfall or Harmony <2018, Limassol>
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International review of financial analysis
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ECONIS (ZBW)
19,602
RePEc
32
EconStor
17
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1
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1
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
2
Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Marozva, Godfrey
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 321-328
Persistent link: https://www.econbiz.de/10011673887
Saved in:
3
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
4
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
5
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
-
2010
version of the Gaussian dynamic conditional
correlation
(DCC) model proposed by Engle (2002), and show that the t-DCC model …
Persistent link: https://www.econbiz.de/10003965868
Saved in:
6
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
7
Cross-country stock market comovement : a macro perspective
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
-
2021
Persistent link: https://www.econbiz.de/10012499737
Saved in:
8
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
Pesaran, Bahram
-
2013
version of the Gaussian dynamic conditional
correlation
(DCC) model proposed by Engle (2002), and show that the t-DCC model …
Persistent link: https://www.econbiz.de/10013094817
Saved in:
9
Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors
Ben Haddad, Hedi
;
Mezghani, Imed
;
Al Dohaiman, Mohammed
- In:
Economic systems
44
(
2020
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012593468
Saved in:
10
Stock market comovements in Central Europe : evidence from the asymmetric DCC model
Gjika, Dritan
;
Horváth, Roman
- In:
Economic modelling
33
(
2013
),
pp. 55-64
Persistent link: https://www.econbiz.de/10010192060
Saved in:
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