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1
Impact of stability on economic growth : a case study from the financial market
Nguyen Hong Thu
;
Nguyen Van Chien
- In:
Banking resilience and global financial stability
,
(pp. 79-95)
.
2024
Persistent link: https://www.econbiz.de/10015070398
Saved in:
2
Investigating contagion and market interdependence during the global financial crisis
Iorgulescu, Filip
- In:
Central European business review : CEBR
4
(
2015
)
2
,
pp. 31-39
Persistent link: https://www.econbiz.de/10011489424
Saved in:
3
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:
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
International stock market indices comovements : a new look
Madaleno, Mara
;
Pinho, Carlos
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
Saved in:
7
Hedge fund return volatility and comovement : recent evidence
Sabbaghi, Omid
- In:
Managerial finance
38
(
2012
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10009488348
Saved in:
8
When times get tough, gold is golden
Areal, Nelson
;
Oliveira, Benilde
;
Sampaio, Raquel …
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 507-526
Persistent link: https://www.econbiz.de/10010528951
Saved in:
9
Measuring systemic risk : a factor-augmented correlated default approach
Suh, Sangwon
- In:
Journal of financial intermediation
21
(
2012
)
2
,
pp. 341-358
Persistent link: https://www.econbiz.de/10009708412
Saved in:
10
On the links between stock and commodity markets' volatility
Creti, Anna
;
Joëts, Marc
;
Mignon, Valérie
- In:
Energy economics
37
(
2013
),
pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
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