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~isPartOf:"Economic modelling"
~subject:"Finanzmarkt"
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Search: subject:"conditional heteroskedasticity"
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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
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
3
Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
Saved in:
4
Testing extreme dependence in financial time series
Chaudhuri, Kausik
;
Sen, Rituparna
;
Tan, Zheng
- In:
Economic modelling
73
(
2018
),
pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
Saved in:
5
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
6
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
7
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:
8
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
9
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
10
Panel versus GARCH information in unit root testing with an application to financial markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Economic modelling
41
(
2014
),
pp. 173-176
Persistent link: https://www.econbiz.de/10010438367
Saved in:
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