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71
Is the financial sector Luxembourg's engine of growth?
Guarda, Paolo
;
Rouabah, Abdelaziz
-
2015
Persistent link: https://www.econbiz.de/10011542373
Saved in:
72
Correlation
dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
73
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
Saved in:
74
Accounting accruals and stock returns : evidence from European equity markets
Papanastasopoulos, Georgios A.
- In:
European accounting review
23
(
2014
)
4
,
pp. 729-768
Persistent link: https://www.econbiz.de/10010467163
Saved in:
75
Global, regional, and country-specific components of financial market indicators
Kocsis, Zalán
- In:
Acta oeconomica : periodical of the Hungarian Academy …
64
(
2014
),
pp. 81-110
Persistent link: https://www.econbiz.de/10010473362
Saved in:
76
Gold, oil, and stocks
Barunik, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
-
2014
in specific
correlation
dynamics. A strong implication emerges: during the period under research, and from a different …
Persistent link: https://www.econbiz.de/10010407524
Saved in:
77
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
-
2015
Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new empirical methodology that combines generalized autoregressive score copula functions with high frequency data and allows us to capture and forecast the conditional...
Persistent link: https://www.econbiz.de/10010499593
Saved in:
78
Measuring systemic risk in the Korean banking sector via dynamic conditional
correlation
models
Yun, Jaeho
;
Moon, Hyejung
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 94-114
Persistent link: https://www.econbiz.de/10010499711
Saved in:
79
Global financial crises and time-varying volatility comovement in world equity markets
Duncan, Andrew S.
;
Kabundi, Alain
- In:
The South African journal of economics
82
(
2014
)
4
,
pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
Saved in:
80
Financial markets as a complex system : a short time scale perspective
Marschinski, Robert
;
Matassini, Lorenzo
-
2001
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010504303
Saved in:
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