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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Ansteckungseffekt"
~subject:"Multivariate GARCH"
~subject:"Portfolio selection"
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Ansteckungseffekt
Multivariate GARCH
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Azhar Mohamad
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Caldeira, João F.
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Dreassi, Alberto
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Filomena, Tiago Pascoal
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Hassan, M. Kabir
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Liu, Jiapeng
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Miani, Stefano
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Mitchell, Douglas W.
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Sant'Anna, Leonardo Riegel
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
22
Finance research letters
20
Research in international business and finance
17
International review of financial analysis
16
Economic modelling
15
Journal of empirical finance
15
International review of economics & finance : IREF
12
Journal of econometrics
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The journal of asset management
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Applied economics
10
Journal of international financial markets, institutions & money
10
Applied economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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Working paper series / University of Zurich, Department of Economics
9
Journal of financial econometrics
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Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economic dynamics & control
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Quantitative finance
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Working papers
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Energy economics
6
European journal of operational research : EJOR
6
Financial markets and portfolio management
6
Journal of risk and financial management : JRFM
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NBER Working Paper
6
NBER working paper series
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The journal of alternative investments
6
Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Financial Studies : open access journal
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International journal of forecasting
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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The European journal of finance
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The journal of portfolio management : a publication of Institutional Investor
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Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
Saved in:
2
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
Saved in:
3
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
Saved in:
4
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
5
Realized correlation analysis of contagion
Vortelinos, Dimitrios I.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011627396
Saved in:
6
Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W.
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 427-438
Persistent link: https://www.econbiz.de/10001603000
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