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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Finanzkrise"
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ARCH model
Finanzkrise
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Journal of international financial markets, institutions & money
Economic modelling
38
Research in international business and finance
32
Finance research letters
30
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28
International review of economics & finance : IREF
26
International review of financial analysis
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Pacific-Basin finance journal
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ECONIS (ZBW)
25
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1
Tail
dependence
structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
2
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
3
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?
Allen, Franklin
;
Fatás, Antonio
;
Weder, Beatrice
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013533165
Saved in:
4
The tail behavior of safe haven currencies : A cross-quantilogram analysis
Cho, Dooyeon
;
Han, Heejoon
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668185
Saved in:
5
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
6
The structure and degree of
dependence
in government bond markets
Dimic, Nebojsa
;
Piljak, Vanja
;
Swinkels, Laurens
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012803170
Saved in:
7
From dotcom to Covid-19 : a convergence analysis of Islamic investments
Alexakis, Christos A.
;
Kenourgios, Dimitris
;
Pappas, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012820380
Saved in:
8
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
9
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
10
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
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