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Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10013407268

Kreditportfoliomanagement - Die Bedeutung von Korrelationen für die Bewertung von Kreditausfallrisiken

Lipponer, Alexander - 2000

derAuswirkungen makroökonomischer Schocks auf das Risiko von Kreditportfolios.Dazu wird analysiert, welchen Einfluß makroökonomische …In dealing with traded assets, portfolio considerations have been acore component of modern finance. However … problems with losses on credits. Thecrucial ingredients for any portfolio consideration are the correlationsof returns on loans …

Persistent link: https://www.econbiz.de/10009476196

From dotcom to Covid-19 : a convergence analysis of Islamic investments

Alexakis, Christos A.; Kenourgios, Dimitris; Pappas, … - In: Journal of international financial markets, … 75 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10012820380

Global equity correlation in international markets

Bae, Joon Woo; Elkamhi, Redouane - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 7262-7289

Persistent link: https://www.econbiz.de/10012703827

An investigation of hypothetical variance-covariance matrix stress-testing

Rayer, Quintin - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 264-288

Persistent link: https://www.econbiz.de/10011661846

Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange

Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159

Persistent link: https://www.econbiz.de/10011883269

Multivariate volatility regulated Kelly strategy : a superior choice in low correlated portfolios

Cao, Ruanmin; Liu, Zhenya; Wang, Shixuan; Zhou, Weifeng - In: Theoretical economics letters 7 (2017) 5, pp. 1453-1472

Persistent link: https://www.econbiz.de/10011748824

Hierarchy, cluster, and time-stable information structure of correlations between international financial markets

Cai, Yumei; Cui, Xiaomei; Huang, Qianyun; Sun, Jianqiang - In: International review of economics & finance : IREF 51 (2017), pp. 562-573

Persistent link: https://www.econbiz.de/10011754669

Correlation matrix of equi-correlated normal population : fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market

Akama, Yohji - In: International journal of theoretical and applied … 26 (2023) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10014365670

Do crude oil, gold and the US dollar contribute to Bitcoin investment decisions? : an ANN-DCC-GARCH approach

Liu, Yadong; Nathee Naktnasukanjn; Tamprasirt, Anukul; … - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 2-18

Purpose - Bitcoin (BTC) is significantly correlated with global financial assets such as crude oil, gold and the US dollar. BTC and global financial assets have become more closely related, particularly since the outbreak of the COVID-19 pandemic. The purpose of this paper is to formulate BTC...

Persistent link: https://www.econbiz.de/10014496996

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