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~subject:"Finanzkrise"
~subject:"Quantile risk measures"
~subject:"conditional and unconditional moments"
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Finanzkrise
Quantile risk measures
conditional and unconditional moments
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ECONIS (ZBW)
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EconStor
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1
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:
2
What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis
Min, Hong-ghi
;
McDonald, Judith Ann
;
Shin, Sang-Ook
- In:
Annals of economics and finance
17
(
2016
)
2
,
pp. 365-402
Persistent link: https://www.econbiz.de/10011656925
Saved in:
3
Are Islamic investments still safe assets during the COVID-19 pandemic?
Khan, Ashraf
;
Piserà, Stefano
;
Chiaramonte, Laura
; …
- In:
Review of financial economics : RFE
40
(
2022
)
3
,
pp. 281-299
Persistent link: https://www.econbiz.de/10013331031
Saved in:
4
Asymmetric correlation of sovereign bond yield dynamics in the Eurozone
Dajcman, Silvo
- In:
Panoeconomicus
60
(
2013
)
6
,
pp. 775-789
Persistent link: https://www.econbiz.de/10010341632
Saved in:
5
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
6
Dynamic correlation analysis of financial contagion : evidence from the Central and Eastern European markets
Syllignakis, Manolis N.
;
Kouretas, Georgios P.
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 717-732
Persistent link: https://www.econbiz.de/10009303872
Saved in:
7
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
8
Financial stress spillovers in advanced economies
Apostolakis, George
;
Papadopoulos, Athanasios P.
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 128-149
Persistent link: https://www.econbiz.de/10011299800
Saved in:
9
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
Saved in:
10
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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