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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

Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis

Qiao, Xingzhi; Zhu, Huiming; Hau, Liya - In: International review of financial analysis 71 (2020), pp. 1-15

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Risk-return profiles of Islamic equities and commodity portfolios in different market conditions

Kabir, Sarkar Humayun; Masih, Abdul Mansur M.; … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1477-1500

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Global portfolio investment network and stock market comovement

Chuluun, Tuugi - In: Global finance journal 33 (2017), pp. 51-68

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Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data

Chen, Xin; Yang, Dan; Yan, Xu; Xia, Yin; Wang, Dong; … - In: Journal of econometrics 232 (2023) 2, pp. 544-564

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Assessing connectedness of transportation cryptocurrencies and transportation stocks : evidence from wavelet quantile correlation

Patel, Ritesh; Goodell, John W.; Chishti, Muhammad Zubair - In: Finance research letters 58 (2023) 3, pp. 1-8

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The influence of domestic and foreign shocks on portfolio diversification gains and the associated risks

Narayan, Seema - In: Journal of risk and financial management : JRFM 12 (2019) 4/160, pp. 1-26

dynamic conditional correlations (DCCs) between international stock markets and correlation volatility, respectively. The … correlations between markets have implications for the gains from portfolio diversification, while correlation volatilities can be … the size effects of shocks, dominated as a determinant of correlation volatility (or risks to portfolio diversification …

Persistent link: https://www.econbiz.de/10012172980

Hedging stock market risks : can gold really beat bonds?

Ma, Rufei; Sun, Bianxia; Zhai, Pengxiang; Jin, Yi - In: Finance research letters 42 (2021), pp. 1-7

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Comovement in Investment

Knyazeva, Anzhela; Knyazeva, Diana; Morck, Randall; … - 2013

firm investment opportunities, correlation in cash flows, fraction of tangible assets, and industry concentration …

Persistent link: https://www.econbiz.de/10014223894

Regime-switching angular correlation diversification

Lee, Hsiang-Tai - In: Finance research letters 50 (2022), pp. 1-15

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