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subject:"Schätzung"
~person:"Shahzad, Syed Jawad Hussain"
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Schätzung
Credit derivative
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Kreditderivat
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Credit risk
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Kreditrisiko
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Aktienmarkt
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Stock market
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Volatility
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Causality analysis
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Credit default swap
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Cross-quantilogram
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Spillover effect
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Spillover-Effekt
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Wavelet squared coherence
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Welt
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Shahzad, Syed Jawad Hussain
Bai, Jennie
8
Scheicher, Martin
8
Avdjiev, Stefan
6
Bogdanova, Bilyana
6
Bolton, Patrick
6
Duffie, Darrell
6
Gokus, Christian
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Jiang, Wei
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Vuillemey, Guillaume
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Lee, Jongsub
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Nagel, Stefan
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Ravazzolo, Francesco
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Zhou, Hao
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Belke, Ansgar
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Blanco, Roberto
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Brennan, Simon
4
Caporin, Massimiliano
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Cathcart, Lara
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Chen, Hui
4
Cui, Rui
4
He, Zhiguo
4
Kartasheva, Anastasia
4
Kim, Gi H.
4
Li, Haitao
4
Lovreta, Lidija
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Milbradt, Konstantin
4
Oh, Junho
4
Wei, Shang-jin
4
Zhang, Weina
4
Alter, Adrian
3
Beyer, Andreas
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Bühler, Wolfgang
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Gehde-Trapp, Monika
3
Gündüz, Yalın
3
Marsh, Ian
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Pelizzon, Loriana
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Rigobón, Roberto
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Sabkha, Saker
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Applied economics
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Journal of economic studies
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
Applied economics
51
(
2019
)
59
,
pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
Saved in:
2
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
3
The lead-lag relationship between US industry-level credit and stock markets
Shahzad, Syed Jawad Hussain
;
Safwan Mohd Nor
;
Nur Azura …
- In:
Journal of economic studies
44
(
2017
)
4
,
pp. 518-539
Persistent link: https://www.econbiz.de/10011960865
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