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subject:"Konjunktur"
~isPartOf:"Discussion paper series / Department of Economics"
~isPartOf:"Economic modelling"
~subject:"International financial market"
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Konjunktur
International financial market
Correlation
73
Korrelation
73
Estimation
29
Schätzung
29
Volatility
29
Volatilität
29
Aktienmarkt
24
Stock market
24
ARCH model
21
ARCH-Modell
21
Börsenkurs
20
Share price
20
Theorie
18
Theory
18
Capital income
14
Kapitaleinkommen
14
Welt
14
World
14
Financial crisis
12
Finanzkrise
12
Oil price
12
Ölpreis
12
Time series analysis
11
Zeitreihenanalyse
11
Financial market
9
Finanzmarkt
9
Portfolio selection
9
Portfolio-Management
9
Ansteckungseffekt
8
Contagion effect
8
Business cycle
7
China
7
Internationaler Finanzmarkt
7
Risiko
7
Risikomaß
7
Risk
7
Risk measure
7
State space model
7
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13
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1
Graue Literatur
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1
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English
14
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Aloui, Chaker
1
Aslanidis, Nektarios
1
Azad, A. S. M. Sohel
1
Batten, Jonathan A.
1
Benhmad, François
1
Chang, Kuang-Liang
1
Degiannakis, Stavros
1
Duffy, David
1
Fang, Victor
1
Filis, George
1
Gatfaoui, Hayette
1
Gersbach, Hans
1
Hkiri, Besma
1
Kong, Xianli
1
Lipponer, Alexander
1
Liu, Dayu
1
Liu, Xi-Hua
1
Livada, Alexandra
1
Martinez, Oscar
1
Martín-Barragán, Belén
1
Nguyen, Duc Khuong
1
Niţoi, Mihai
1
Ozer-Imer, Itir
1
Ozkan, Ibrahim
1
Pan, Beier
1
Pochea, Maria Miruna
1
Ramos, Sofia B.
1
Si, Dengkui
1
Song, Yang
1
Veiga, Helena
1
Wickramanayake, Jayasinghe
1
Xu, Ning
1
Zhao, Tingting
1
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Discussion paper series / Department of Economics
Economic modelling
Journal of international money and finance
11
Applied economics
10
Economics letters
8
Applied economics letters
7
Discussion paper / Centre for Economic Policy Research
6
Journal of banking & finance
5
Journal of economic dynamics & control
5
Research in international business and finance
5
International review of economics & finance : IREF
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International review of financial analysis
3
Journal of monetary economics
3
Journal of money, credit and banking : JMCB
3
NBER Working Paper
3
NBER working paper series
3
The North American journal of economics and finance : a journal of financial economics studies
3
BIS working papers
2
Bank of Finland research discussion papers
2
CREATES research paper
2
Discussion paper
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Financial markets and portfolio management
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Journal of the Japanese and international economies : an international journal ; JJIE
2
Macroeconomic dynamics
2
Managerial finance
2
Panoeconomicus
2
Research notes in economics & statistics
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
14
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14
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1
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
2
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
3
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
4
Are cyclical patterns of international housing markets interdependent?
Chang, Kuang-Liang
- In:
Economic modelling
88
(
2020
),
pp. 14-24
Persistent link: https://www.econbiz.de/10012416832
Saved in:
5
The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui
;
Liu, Xi-Hua
;
Kong, Xianli
- In:
Economic modelling
83
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Saved in:
6
Identifying the nonlinear correlation between business cycle and monetary policy rule : evidence from China and the U.S.
Liu, Dayu
;
Xu, Ning
;
Zhao, Tingting
;
Song, Yang
- In:
Economic modelling
73
(
2018
),
pp. 45-54
Persistent link: https://www.econbiz.de/10012100503
Saved in:
7
Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis
Aloui, Chaker
;
Hkiri, Besma
;
Nguyen, Duc Khuong
- In:
Economic modelling
52
(
2016
),
pp. 322-331
Persistent link: https://www.econbiz.de/10011642762
Saved in:
8
Business cycle synchronisation in EMU : can fiscal policy bring member-countries closer?
Degiannakis, Stavros
;
Duffy, David
;
Filis, George
; …
- In:
Economic modelling
52
(
2016
),
pp. 551-563
Persistent link: https://www.econbiz.de/10011642908
Saved in:
9
International swap market contagion and volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
Saved in:
10
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
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