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Return predictability in international financial markets and the role of investor sentiment
Kadilli, Anjeza - 2014 - This version: August 31, 2014
Persistent link: https://www.econbiz.de/10010438224
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Macrofinancial risk analysis
Gray, Dale F.; Malone, Samuel W. - 2008
Persistent link: https://www.econbiz.de/10003528075
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Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of forecasting 42 (2023) 8, pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...
Persistent link: https://www.econbiz.de/10011987786
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Global financial crises and time-varying volatility comovement in world equity markets
Duncan, Andrew S.; Kabundi, Alain - In: The South African journal of economics 82 (2014) 4, pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
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Behavioral finance and financial contagion : the evidence of DCC-MGARCH model from 63 equity markets
Talbi, Mariem; Boubaker, Adel; Sebai, Saber - In: International journal of economics and financial issues … 7 (2017) 4, pp. 387-407
Persistent link: https://www.econbiz.de/10011824319
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Internal capital markets in times of crisis : the benefit of group affiliation in Italy
Santioni, Raffaele; Schiantarelli, Fabio; Strahan, Philip E. - 2017
Persistent link: https://www.econbiz.de/10011960054
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Sucker punched by the invisible hand : the world financial markets and the globalization of the US mortgage crisis
Fligstein, Neil; Habinek, Jacob - In: Socio-economic review 12 (2014) 4, pp. 637-665
Persistent link: https://www.econbiz.de/10010434552
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Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 22/24, pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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Big data and the dot com bubble
Cicon, James - In: International journal of economics and finance 6 (2014) 8, pp. 15-22
Persistent link: https://www.econbiz.de/10010399359