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~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
~subject:"Großbritannien"
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Correlation
Großbritannien
Korrelation
54
Capital income
26
Kapitaleinkommen
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Theorie
25
Theory
25
Estimation
23
Schätzung
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Christiansen, Charlotte
3
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Dark, Jonathan
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Journal of empirical finance
Journal of econometrics
108
Economics letters
97
Finance research letters
76
Economic modelling
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
65
Applied economics
64
NBER Working Paper
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NBER working paper series
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Applied economics letters
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45
International review of financial analysis
44
Research in international business and finance
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International review of economics & finance : IREF
42
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Centre for Economic Policy Research
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Journal of risk and financial management : JRFM
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The review of financial studies
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European journal of operational research : EJOR
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cambridge working papers in economics
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International journal of forecasting
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CREATES research paper
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Games and economic behavior
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Industry regulation and the comovement of stock returns
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Journal of empirical finance
73
(
2023
),
pp. 206-219
Persistent link: https://www.econbiz.de/10014477011
Saved in:
4
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
7
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
8
Stock price fragility and the cost of bank loans
Francis, Bill B.
;
Hasan, Iftekhar
;
Shen, Yinjie
;
Ye, Pengfei
- In:
Journal of empirical finance
63
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10013258962
Saved in:
9
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
10
Time varying integration of European stock markets and monetary drivers
Lee, Hyunchul
;
Kim, Heeho
- In:
Journal of empirical finance
58
(
2020
),
pp. 369-385
Persistent link: https://www.econbiz.de/10012430711
Saved in:
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