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Journal of economic dynamics & control
The journal of alternative investments
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108
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1
Media connection and return comovement
Chen, Zilin
;
Guo, Li
;
Tu, Jun
- In:
Journal of economic dynamics & control
130
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256090
Saved in:
2
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
3
Measuring the covariance risk of consumer debt portfolios
Madeira, Carlos
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 21-38
Persistent link: https://www.econbiz.de/10012131094
Saved in:
4
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
5
Hedging and constructing portfolios of active strategies : strategy time horizon and estimation errors
Rudin, Alexander
;
Marr, William M.
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10011912938
Saved in:
6
REITs in a mixed-asset portfolio : an investigation of extreme risks
Stelk, Steven J.
;
Zhou, Jian
;
Anderson, Randy I.
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 81-91
Persistent link: https://www.econbiz.de/10011745103
Saved in:
7
Elastic attention, risk sharing, and international comovements
Li, Wei
;
Luo, Yulei
;
Nie, Jun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011817575
Saved in:
8
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
9
Constructing equity market-neutral VIX portfolios with dynamic CAPM
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
19
(
2016
)
2
,
pp. 70-87
Persistent link: https://www.econbiz.de/10011610529
Saved in:
10
A tale of two correlations : evidence and theory regarding the phase shift between the price level and output
Brock, William A.
;
Haslag, Joseph H.
- In:
Journal of economic dynamics & control
67
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011708393
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