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source:"edz"
~source:"econis"
~subject:"Capital income"
~subject:"United States"
~type_genre:"Conference paper"
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Search: subject_exact:"ARCH-Modell"
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1
Do socially responsible indices outperform the market during black swan events : evidence from Indian markets during global financial and COVID-19 crises
Deshmukh, Pranay
;
Sharma, Dipasha
;
Sharma, Pankaj
- In:
Australasian accounting business and finance journal : AABF
16
(
2022
)
5
,
pp. 19-37
Persistent link: https://www.econbiz.de/10013503435
Saved in:
2
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia
;
Patsis, Paris
;
Sariannidis, …
- In:
Business Development and Economic Governance in …
,
(pp. 297-313)
.
2022
Persistent link: https://www.econbiz.de/10013415082
Saved in:
3
US monetary policy and spillovers to select EMEs : an episodic analysis
Sahoo, Satyananda
;
Shankar, Shiv
;
Anthony, Jessica M.
- In:
Research in finance
36
(
2020
),
pp. 67-97
Persistent link: https://www.econbiz.de/10012583839
Saved in:
4
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
5
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
6
Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
7
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
8
Analyzing the impact of demonetization on the Indian stock market : sectoral evidence using GARCH model
Anoop, Patil
;
Parab, Narayan
;
Reddy, Y. V.
- In:
Australasian accounting business and finance journal : AABF
12
(
2018
)
2
,
pp. 104-116
Persistent link: https://www.econbiz.de/10011921885
Saved in:
9
Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
Saved in:
10
A multivariate analysis of United States and global real estate investment trusts
Begiazi, Kyriaki
;
Asteriou, Dimitrios
;
Pilbeam, Keith
- In:
International economics and economic policy : IEEP
13
(
2016
)
3
,
pp. 467-482
Persistent link: https://www.econbiz.de/10011714591
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