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Innovative difference based on genetic distance model : an empirical analysis of technology innovation

Xiao, Zhenhong; Kim, Kwanghun; Ri, Kumchol - In: International journal of technology management : IJTM 88 (2022) 1, pp. 34-50

Persistent link: https://www.econbiz.de/10013258050

The common component of bilateral US exchange rates : to what is it related?

Ponomareva, Natalia; Sheen, Jeffrey R.; Wang, Ben Zhe - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1251-1268

Persistent link: https://www.econbiz.de/10012052185

Estimating global bank network connectedness

Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2015

We use lasso methods to shrink, select and estimate the network linking the publicly-traded subset of the world's top …

Persistent link: https://www.econbiz.de/10011309448

Financial interconnectedness, amplification, and cross-border activity

Ikeda, Daisuke; Ojima, Mayumi; Takahashi, Koji - 2019

Persistent link: https://www.econbiz.de/10012182563

Uncertainty and crude oil market volatility : new evidence

Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959

Persistent link: https://www.econbiz.de/10012221463

How connected is the global sovereign credit risk network?

Bostanci, Gorkem; Yılmaz, Kamil - In: Journal of banking & finance 113 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012226141

Commodity connectedness

Diebold, Francis X.; Liu, Laura; Yılmaz, Kamil - 2017

Persistent link: https://www.econbiz.de/10011705426

How connected is the global sovereign credit risk network?

Bostancı, Gorkem; Yılmaz, Kamil - 2015

We apply the Diebold-Yilmaz connectedness index methodology on sovereign credit default swaps (SCDSs) to estimate the network structure of global sovereign credit risk. In particular, using the elastic net estimation method, we separately estimate networks of daily SCDS returns and volatilities...

Persistent link: https://www.econbiz.de/10011326149

Estimating contagion mechanism in global equity market with time-zone effect

Wu, Boyao; Huang, Difang; Chen, Muzi - In: Financial management : FM 52 (2023) 3, pp. 543-572

Persistent link: https://www.econbiz.de/10014375506

Uncertainties and oil price volatility : can lasso help?

Li, Xinyu; Wu, Meng; Yuan, Luqi; Xiao, Meng; Zhong, Ronghao - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490629