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On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros; Zarangas, Leonidas P. - In: Global business & economics review 17 (2015) 3, pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
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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
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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
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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
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Comovement, liquidity and asymmetries
Xiong, James X. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
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What causes the asymmetric correlation in stock returns?
Chung, Y. Peter; Hong, Hyun A.; Kim, S. Thomas - In: Journal of empirical finance 54 (2019), pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
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Asymmetric correlation as an explanation for the effect of asset skewness on equity returns
Chung, Y. Peter; Kim, Thomas S. - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 686-699
Persistent link: https://www.econbiz.de/10011779392
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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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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
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Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Lyócsa, Štefan; Baumöhl, Eduard - In: Economic systems 39 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011527515