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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models

Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48

Persistent link: https://www.econbiz.de/10009155466

Christiano, Lawrence J.; Ilut, Cosmin; Motto, Roberto; … - In: Macroeconomic challenges : the decade ahead : a …, (pp. 85-145). 2011

Persistent link: https://www.econbiz.de/10009158110

Stock markets and terrorist attacks : comparative evidence from a large and a small capitalization market

Kollias, Chrēstos; Manou, Efthalia; Papadamou, Stephanos; … - In: European journal of political economy 27 (2011), pp. 64-77

Persistent link: https://www.econbiz.de/10009500364

Política monetaria y auges del mercado de valores

Christiano, Lawrence J.; Ilut, Cosmin; Motto, Roberto; … - In: Monetaria 34 (2011) 2, pp. 257-319

Persistent link: https://www.econbiz.de/10009306932

Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...

Persistent link: https://www.econbiz.de/10010515402