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isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Dynamic conditional correlation"
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Dynamic conditional correlation
Correlation
34
Korrelation
34
ARCH model
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ARCH-Modell
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Aktienmarkt
13
Stock market
13
Volatility
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Volatilität
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Capital income
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Kapitaleinkommen
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Welt
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World
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Exchange rate
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Spillover effect
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Spillover-Effekt
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Wechselkurs
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Cointegration
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International financial market
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Internationaler Finanzmarkt
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Kointegration
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Bond market
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Akhtaruzzaman, Md.
1
Dimitriou, Dimitrios
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Easton, Steve
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Hacihasanoglu, Erk
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Kenourgios, Dimitris
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Papadamou, Stephanos
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Sensoy, Ahmet
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Shamsuddin, Abul
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Journal of international financial markets, institutions & money
Research in international business and finance
6
Journal of empirical finance
5
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
International review of financial analysis
3
Finance research letters
2
Journal of financial stability
2
Quantitative finance
2
Review of quantitative finance and accounting
2
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
Computational economics
1
Econometric reviews
1
Economic modelling
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Economic systems
1
Economics letters
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Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
FIW working paper
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Finance India : the quarterly journal of Indian Institute of Finance
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Journal of Asian economics
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Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of risk finance : the convergence of financial products and insurance
1
Journal of wine economics
1
Pacific-Basin finance journal
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Portuguese economic journal
1
The empirical economics letters : a monthly international journal of economics
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
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2
Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md.
;
Shamsuddin, Abul
;
Easton, Steve
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 378-396
Persistent link: https://www.econbiz.de/10011299306
Saved in:
3
A comparative analysis of the dynamic relationship between oil prices and exchange rates
Turhan, M. Ibrahim
;
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 397-414
Persistent link: https://www.econbiz.de/10011299783
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