Narrow search
Showing 121 - 130 of 540,625
Cover Image
Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.; Lao, LanJun; Xue, Qingfeng - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
Cover Image
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Cover Image
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai; Yang, Sheng-Yung; Marsh, Terry Alan; Chen, … - In: International review of economics & finance : IREF 55 (2018), pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Cover Image
The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
Fang, Libing; Yu, Honghai; Huang, Yingbo - In: International review of economics & finance : IREF 58 (2018), pp. 127-139
Persistent link: https://www.econbiz.de/10012034198
Cover Image
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market
Sakemoto, Ryuta - In: Economics and Business Letters : EBL 7 (2018) 1, pp. 24-35
Persistent link: https://www.econbiz.de/10011859269
Cover Image
The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui; Liu, Xi-Hua; Kong, Xianli - In: Economic modelling 83 (2019), pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Cover Image
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria; Vignaroli, Riccardo - In: Journal of mathematical finance 9 (2019) 3, pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Cover Image
Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - 2014
Persistent link: https://www.econbiz.de/10011788857
Cover Image
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine; Ellaia, Rachid - In: International journal of economics and financial issues … 7 (2017) 2, pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Cover Image
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong; Nie, He; Monginsidi, Joe Yohanes - In: Economic modelling 64 (2017), pp. 384-398
Persistent link: https://www.econbiz.de/10011761283