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A correlation-based portfolio choice algorithm
Ross, Jonathan; Madsen, Joshua; Alexander, Gordon J. - 2024
Persistent link: https://www.econbiz.de/10015046858
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Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
He, Zhen; O'Connor, Fergal A.; Thijssen, Jacco J. J. - In: International review of financial analysis 60 (2018), pp. 30-37
Persistent link: https://www.econbiz.de/10012007458
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Monetary policy, stock market and sectoral comovement
Guérin, Pierre; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791506
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(I)rationality of investors on Croatian stock market : explaining the impact of American indices on Croatian stock market
Sajter, Domagoj; Ćorić, Tomislav - In: Zagreb international review of economics & business 12 (2009) 2, pp. 57-72
Persistent link: https://www.econbiz.de/10008858903
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
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Weathering financial crisis in China : the role of global market integration
Vikkram Singh; Roca, Eduardo - In: Applied economics 53 (2021) 15, pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
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Dynamic correlations and domestic-global diversification
Li, Leon - In: Research in international business and finance 39 (2017), pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
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The stock-bond comovements and cross-market trading
Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
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You sneeze, and the markets are paranoid : the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock-bond correlation
Banerjee, Ameet Kumar - In: The journal of risk finance : JRF 23 (2022) 5, pp. 652-668
Persistent link: https://www.econbiz.de/10013454956