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~subject:"Quantile risk measures"
~subject:"Spillover effect"
~subject:"conditional and unconditional moments"
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Quantile risk measures
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ECONIS (ZBW)
80
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2
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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
Dynamics between North American and European agricultural futures prices during turmoil and financialization
Adämmer, Philipp
;
Bohl, Martin T.
;
Ledebur, Oliver von
- In:
Bulletin of economic research
69
(
2017
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10011743063
Saved in:
3
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:
4
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:
5
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
Saved in:
6
A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations
Patnaik, Anuradha
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 28-47
Persistent link: https://www.econbiz.de/10010338354
Saved in:
7
The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Liow, Kim Hiang
- In:
Journal of property investment & finance
32
(
2014
)
6
,
pp. 610-641
Persistent link: https://www.econbiz.de/10010416248
Saved in:
8
Exchange rate regimes and market integration : evidence from the dynamic relations between renminbi onshore and offshore markets
Wan, Xiaoli
;
Yan, Yuruo
;
Zeng, Zhixiong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654932
Saved in:
9
Volatility transmission in the South African white maize futures market
Sayed, Ayesha
;
Auret, C.
- In:
Eurasian economic review : a journal in applied …
10
(
2020
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10012224439
Saved in:
10
An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate
GARCH
models
El Jebari, Ouael
;
Hakmaoui, Abdelati
- In:
International journal of computational economics and …
10
(
2020
)
3
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012271063
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