Showing 1 - 10 of 26,242
Persistent link: https://www.econbiz.de/10000920591
Persistent link: https://www.econbiz.de/10000927877
Persistent link: https://www.econbiz.de/10001502713
Persistent link: https://www.econbiz.de/10001476569
Persistent link: https://www.econbiz.de/10003924973
Persistent link: https://www.econbiz.de/10009125898
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this dissertation, I analyze determinants of conditional correlations. Specifically, I propose the generalized DCCX model that facilitates the analysis of the effects of exogenous...
Persistent link: https://www.econbiz.de/10009698136
Persistent link: https://www.econbiz.de/10010248624
Persistent link: https://www.econbiz.de/10001530439