Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Sukriye Tuysuz
| Year of publication: |
2013
|
|---|---|
| Authors: | Tuysuz, Sukriye |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 5.2013, 9, p. 28-44
|
| Subject: | conditional correlation | DCC model | financial crisis | stock index | high-yield bond | investment-grade bond | crude oil | gold | Finanzkrise | Financial crisis | Korrelation | Correlation | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Anleihe | Bond | Erdöl | Petroleum | Gold | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010190858