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96
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95
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90
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87
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87
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85
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80
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78
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77
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76
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74
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73
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73
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71
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69
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69
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67
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66
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65
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64
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63
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63
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59
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59
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59
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58
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57
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57
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56
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56
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15
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3
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1
Cross country stock market comovement : a macro perspective
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
- In:
Journal of monetary economics
130
(
2022
),
pp. 34-48
Persistent link: https://www.econbiz.de/10013396245
Saved in:
2
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
3
Asymmetry in Stock Comovements : An Entropy Approach
Jiang, Lei
-
2020
return. This approach yields a model-free test for stock return asymmetry, generalizing the
correlation
-based test proposed …
Persistent link: https://www.econbiz.de/10012856552
Saved in:
4
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
5
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
6
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
-
2014
Persistent link: https://www.econbiz.de/10011788857
Saved in:
7
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
8
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
9
Exogenous variables in dynamic conditional
correlation
models for financial markets
Schopen, Jan-Hendrik
-
2012
Dynamic
correlation
, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
Saved in:
10
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
Saved in:
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