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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:"Capital income"
~subject:"Multivariate GARCH"
~subject:"Portfolio selection"
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Capital income
Multivariate GARCH
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Correlation
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Arouri, Mohamed
1
Caldeira, João F.
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Dreassi, Alberto
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Filomena, Tiago Pascoal
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Hammoudeh, Shawkat
1
Hassan, M. Kabir
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Jahan-Parvar, Mohammad R.
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Lahiani, Amine
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Liu, Jiapeng
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Miani, Stefano
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Mitchell, Douglas W.
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Osmer, Eric
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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
31
Finance research letters
30
Journal of empirical finance
28
International review of financial analysis
22
Journal of econometrics
21
Economic modelling
20
International review of economics & finance : IREF
18
Research in international business and finance
18
The review of financial studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Applied economics
14
Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Applied economics letters
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Discussion paper / Tinbergen Institute
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The journal of asset management
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
12
Quantitative finance
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Economics letters
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NBER Working Paper
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NBER working paper series
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Working paper
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Econometric reviews
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Journal of international money and finance
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The European journal of finance
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Working paper series / University of Zurich, Department of Economics
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Energy economics
8
International journal of forecasting
8
Journal of economic dynamics & control
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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Global finance journal
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Journal of financial markets
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Risks : open access journal
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1
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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
Risk and return in the Tehran stock exchange
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 238-256
Persistent link: https://www.econbiz.de/10010239560
Saved in:
6
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
7
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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