Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)
Year of publication: |
2021
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Authors: | Tronzano, Marco |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 3/127, p. 1-25
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Subject: | DCC model | financial risk management | international financial markets co-movements | safe-haven assets | stock prices | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | CAPM | Korrelation | Correlation | Schätzung | Estimation | Finanzrisiko | Financial risk | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14030127 [DOI] hdl:10419/239543 [Handle] |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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