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Violations of uncovered interest rate parity and international exchange rate dependences

Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187

Persistent link: https://www.econbiz.de/10011787712

Tail dependence between Central and Eastern European and major European stock markets : a copula approach

Dajcman, Silvo - In: Applied economics letters 20 (2013) 16/18, pp. 1567-1573

Persistent link: https://www.econbiz.de/10010221720

Effects of asset frequency components on value-at-risk in emerging and developed markets : analyses with MODWT and CWT wavelets

Biage, Milton; Nelcide, Pierre Joseph - In: Brazilian review of econometrics : BRE ; the review of … 40 (2020) 1, pp. 145-207

Persistent link: https://www.econbiz.de/10012271374

A wavelet-based approach to filter out symmetric macroeconomic shocks

Marsalek, Roman; Pomenkova, Jitka; Kapounek, Svatopluk - In: Computational economics 44 (2014) 4, pp. 477-488

Persistent link: https://www.econbiz.de/10010489866

The comovment between money and economic growth in 15 Asia-Pacific countries : wavelet coherency analysis in time-frequency domain

Tsai, Su-Ling; Chang, Tsangyao - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 63-79

Persistent link: https://www.econbiz.de/10012020116

ASEAN market linkages : long-term interrelationship with major markets and risk diversification

Mishra, Dipankar; Arora, Parvinder; Seetharaman, Ananth - In: Journal of international business and economics : JIBE 14 (2014) 2, pp. 7-22

Persistent link: https://www.econbiz.de/10010407310

Integration of ASEAN banking sector stocks

Mensah, Jones Odei; Premaratne, Gamini - In: Journal of Asian economics 59 (2018), pp. 48-60

Persistent link: https://www.econbiz.de/10012102895

Minimum variance portfolio in ASEAN-6 stock markets diversification : a Vietnamese perspective

Tri Hoang - In: Cogent business & management 9 (2022) 1, pp. 1-23

pandemic (period 2). Correlations are evaluated pre and post crises using both an 86-month correlation window for the whole … period and a 12-month rolling correlation window. To assess the benefits of diversification, several portfolios are built …

Persistent link: https://www.econbiz.de/10014429106

Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns

Zhu, Huiming; Li, Rong; Li, Sufang - In: International review of economics & finance : IREF 29 (2014), pp. 208-223

Persistent link: https://www.econbiz.de/10010431437

Modelling tail dependence structure between carry trade and BRICS markets : copula approach

Nefzi, Nourhaine - In: EuroMed journal of management : EMJM 3 (2019) 1, pp. 2-24

Persistent link: https://www.econbiz.de/10012250902

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