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Stock market integration in As...
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98
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95
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94
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93
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92
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90
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88
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88
Lo, Andrew W.
85
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84
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84
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81
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80
Rajan, Ramkishen S.
79
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78
Ang, Andrew
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76
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75
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74
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McMillan, David G.
73
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72
Xuan Vinh Vo
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71
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71
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23
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284
IMF working papers
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International journal of theoretical and applied finance
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269
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266
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USB Cologne (EcoSocSci)
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131
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
-
2014
Persistent link: https://www.econbiz.de/10011788857
Saved in:
132
Financial insights from the last few components of a stock market PCA
Yang, Libin
;
Rea, William
;
Rea, Alethea
- In:
International Journal of Financial Studies : open …
5
(
2017
)
3
,
pp. 1-12
We show that the last few components in the principal component analysis of the
correlation
matrix of a group of stocks …
Persistent link: https://www.econbiz.de/10011759755
Saved in:
133
Financial crises and the nature of
correlation
between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
Saved in:
134
Effects of common factors on stock
correlation
networks and portfolio diversification
Eom, Cheoljun
;
Park, Jong Won
- In:
International review of financial analysis
49
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011741216
Saved in:
135
Dynamic correlations and volatility linkages between stocks and sukuk : evidence from international markets
Sclip, Alex
;
Dreassi, Alberto
;
Miani, Stefano
; …
- In:
Review of financial economics : RFE
31
(
2016
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011636643
Saved in:
136
Dynamic correlations and hedging effectiveness between gold and stock markets : evidence for BRICS countries
Chkili, Walid
- In:
Research in international business and finance
38
(
2016
),
pp. 22-34
Persistent link: https://www.econbiz.de/10011640606
Saved in:
137
Correlation
based clustering of the Amman stock exchange
Abdoh, Hussein A.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
Saved in:
138
Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V.
;
Fabozzi, Francesco A.
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 178-201
Persistent link: https://www.econbiz.de/10012504326
Saved in:
139
Impact of US unconventional monetary policy on dynamic stock-bond correlations : portfolio rebalancing and signalling channel effects
Gökmenoglu, Korhan K.
;
Hadood, Abobaker Al. Al.
- In:
Finance research letters
33
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430850
Saved in:
140
A global look into stock market comovements
Inaba, Kei-Ichiro
- In:
Review of world economics
156
(
2020
)
3
,
pp. 517-555
Persistent link: https://www.econbiz.de/10012433063
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