Similar Search Results - EconBiz

BRRD credibility and the bank-sovereign nexus

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi; … - 2021

Persistent link: https://www.econbiz.de/10012667765

Dynamic correlation and risk contagion between "black" futures in China : a multi-scale variational mode decomposition approach

Wang, Qunwei; Dai, Xingyu; Zhou, Dequn - In: Computational economics 55 (2020) 4, pp. 1117-1150

Persistent link: https://www.econbiz.de/10012223704

Sparse Bayesian time-varying covariance estimation in many dimensions

Kastner, Gregor - In: Journal of econometrics 210 (2019) 1, pp. 98-115

Persistent link: https://www.econbiz.de/10012303382

Which market integration measure?

Billio, Monica; Donadelli, Michael; Paradiso, Antonio; … - 2016

This paper compares the dynamics of the financial integration process as described by different empirical approaches. To this end, a wide range of measures accounting for several dimensions of integration is employed. In addition, we evaluate the performance of each measure by relying on an...

Persistent link: https://www.econbiz.de/10011572769

Contagion effects during financial crisis : evidence from the Greek sovereign bonds market

Pragidis, I. C.; Aielli, G. P.; Chionēs, Dionysios; … - In: Journal of financial stability 18 (2015), pp. 127-138

Persistent link: https://www.econbiz.de/10011574136

Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: International review of economics & finance : IREF 42 (2016), pp. 186-201

Persistent link: https://www.econbiz.de/10011625108

Measuring financial integration : lessons from the correlation

Billio, Monica; Donadelli, Michael; Paradiso, Antonio; … - 2015

Persistent link: https://www.econbiz.de/10011629536

Oil price and stock market co-movement : what can we learn from time-scale approaches?

Ftiti, Zied; Guesmi, Khaled; Abid, Ilyes - In: International review of financial analysis 46 (2016), pp. 266-280

Persistent link: https://www.econbiz.de/10011582053

Can big data help predict financial market dynamics? : evidence from the Korean stock market

Pyo, Dong-Jin - In: East Asian economic review 21 (2017) 2, pp. 147-165

Persistent link: https://www.econbiz.de/10011701207

Gauging liquidity risk in emerging market bond index funds

Darolles, Serge; Dudek, Jérémy; LeFol, Gaëlle - In: Annals of economics and statistics 123/124 (2016), pp. 247-269

Persistent link: https://www.econbiz.de/10011592748

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