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~person:"Chaudhary, Latika"
~person:"Mensi, Walid"
~person:"Stavroyiannis, Stavros"
~subject:"Correlation"
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Chaudhary, Latika
Mensi, Walid
Stavroyiannis, Stavros
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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
2
Is the BRICS decoupling effect reversing? : evidence from dynamic models
Stavroyiannis, Stavros
- In:
International journal of economics and business research
13
(
2017
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10011714517
Saved in:
3
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
4
Dynamic conditional correlations of the MINTs with the BRICs and the major markets : a first look to a globally diversified portfolio
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
19
(
2017
)
6
,
pp. 671-686
Persistent link: https://www.econbiz.de/10011953592
Saved in:
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