, oil, and Fama-French factors as supplementary sources of risk and wavelets decompositions. We used 30 French stocks listed …Exposure to market risk is a core objective of the Capital Asset Pricing Model (CAPM) with a focus on systematic risk …, the CAPM considers only one source of risk and supposes that investors only engage in similar behaviors. In order to …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase … in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different …

Purpose - Bitcoin (BTC) is significantly correlated with global financial assets such as crude oil, gold and the US …/methodology/approach - This study suggests a more accurate prediction model for BTC trading by combining the dynamic conditional correlation …-GARCH model offers significant input information, including dynamic correlation and volatility, to the ANN. To analyze the data …

This study proposes a wavelet procedure for estimating partial correlation coefficients between stock market returns …