Narrow search
Showing 91 - 100 of 136,643
Cover Image
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Cover Image
Takeover risk and the correlation between stocks and bonds
Bhanot, Karan; Mansi, Sattar; Wald, John K. - In: Journal of empirical finance 17 (2010) 3, pp. 381-393
Persistent link: https://www.econbiz.de/10009267293
Cover Image
Can the correlation among Dow 30 stocks predict market declines? : evidence from 1950-2008
Jones, Jeffrey S.; Kincaid, Brian - In: Managerial finance 40 (2014) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10010252117
Cover Image
Risk and return in the Tehran stock exchange
Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: The quarterly review of economics and finance : journal … 53 (2013) 3, pp. 238-256
Persistent link: https://www.econbiz.de/10010239560
Cover Image
Co-movement of Asia-Pacific with European and US stock market returns : a cross-time-frequency analysis
Loh, Lixia - In: Research in international business and finance 29 (2013), pp. 1-13
Persistent link: https://www.econbiz.de/10009760005
Cover Image
Can we still benefit from international diversification? : the case of the Czech and German stock markets
Avdulaj, Krenar; Barunik, Jozef - In: Finance a úvěr 63 (2013) 5, pp. 425-442
Persistent link: https://www.econbiz.de/10010244836
Cover Image
Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
Cover Image
European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
Cover Image
Spatial modeling of stock market comovements
Fernández-Avilés, Gema; Montero, Jose-María; Orlov, … - In: Finance research letters 9 (2012) 4, pp. 202-212
Persistent link: https://www.econbiz.de/10009689316
Cover Image
Identifying asymmetric comovements of international stock market returns
Li, Fuchun - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 507-543
Persistent link: https://www.econbiz.de/10010391948