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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach

Mensi, Walid; Hkiri, Besma; Al-Yahyaee, Khamis Hamed; … - In: International review of economics & finance : IREF 54 (2018), pp. 74-102

Persistent link: https://www.econbiz.de/10012033348

Cryptocurrency: determining the correlation between bitcoin cryptocurrency and gold prices

Bagci, Hastm; Keskin Köylü, Meltem - In: Cryptocurrencies in all aspects, (pp. 193-206). 2019

Persistent link: https://www.econbiz.de/10012108570

Globalization and the increasing correlation between capital inflows and outflows

Davis, Scott; Van Wincoop, Eric - In: Journal of monetary economics 100 (2018), pp. 83-100

Persistent link: https://www.econbiz.de/10012109075

Financial and trade integration of selected EU regions : dynamic correlation and wavelet approach

Kučerová, Zuzana; Poměnková, Jitka - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 7, pp. 686-704

Persistent link: https://www.econbiz.de/10011390019

Co-movements between crude oil and food prices : a post-commodity boom perspective

Lucotte, Yannick - In: Economics letters 147 (2016), pp. 142-147

Persistent link: https://www.econbiz.de/10011619569

Does globalisation affect crime? : theory and evidence

Ghosh, Arghya; Robertson, Peter E.; Robitaille, Marie-Claire - In: The world economy : the leading journal on … 39 (2016) 10, pp. 1482-1513

Persistent link: https://www.econbiz.de/10011621669

Trade of goods and services and risk sharing ability in international equity markets : are these substitutes or complements?

Narayan, Seema; Doytch, Nadia; Tri Tung Nguyen; … - In: International review of economics & finance : IREF 45 (2016), pp. 485-503

Persistent link: https://www.econbiz.de/10011626506

Stock-bond decoupling before and after the 2008 crisis

Acosta-Gonzalez, E.; Andrada Félix, Julián; … - In: Applied economics letters 23 (2016) 7/9, pp. 465-470

Persistent link: https://www.econbiz.de/10011627672

Conditional correlations in the returns on oil companies stock prices and their determinants

Giovannini, Massimo; Grasso, Margherita; Lanza, Alessandro - 2004

specifiy the conditional variances of VECM residuals with the Constant Conditional Correlation (CCC) multivariate GARCH model … of Bollerslev (1990) and the Dynamic Conditional Correlation (DCC) multivariate GARCH model of Engle (2002). The within …

Persistent link: https://www.econbiz.de/10011603089

Temperature anomalies, radiative forcing and ENSO

Morana, Claudio; Sbrana, Giacomo - 2017

an IGARCH process. By means of a new dynamic conditional correlation model (SP-DCC), we finally document the presence of … time-varying conditional correlations relating temperature anomalies across various zones and SOI. The correlation pattern …

Persistent link: https://www.econbiz.de/10011614201

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