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~person:"Zhang, Zhaoyong"
~source:"econis"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Beta risk
5
Betafaktor
5
Estimation
5
Schätzung
5
CAPM
4
ARCH model
2
ARCH-Modell
2
Emerging economies
2
Exchange rate
2
Schwellenländer
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Time series analysis
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Time-varying currency betas
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Wechselkurs
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Aktienmarkt
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Ansteckungseffekt
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Capital income
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China
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Chinese stock markets
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Contagion
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Contagion effect
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Estimation theory
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Financial market
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Finanzmarkt
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Fractionally integrated processes
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Global market beta
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ICAPM
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Industrialized countries
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Kapitaleinkommen
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Liquidity
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Liquidity premium
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Local market liquidity beta
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Zhang, Zhaoyong
Reeves, Jonathan J.
5
Cenesizoglu, Tolga
3
Grassi, Stefano
3
Hansen, Peter Reinhard
3
Hautsch, Nikolaus
3
Härdle, Wolfgang
3
Lunde, Asger
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Violante, Francesco
3
Voev, Valeri
3
Becker, Janis
2
Caivano, Michele
2
Choudhry, Taufiq
2
Engle, Robert F.
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Harvey, Andrew C.
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Hollstein, Fabian
2
Li, Jia
2
Pigorsch, Uta
2
Prokopczuk, Marcel
2
Sibbertsen, Philipp
2
Tsui, Albert K.
2
Vorfeld, Michael
2
Aloy, Marcel
1
Auer, Benjamin R.
1
Barai, Parama
1
Barnes, Michelle L.
1
Bekiros, Stelios
1
Ben Ameur, Hachmi
1
Boudt, Kris
1
Brooks, Robert
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Butler, Peter
1
Candido, Osvaldo
1
Caporale, Guglielmo Maria
1
Castellano, Rosella
1
Cerqueti, Roy
1
Cheffou, Abdoulkarim Idi
1
Chiang, Kevin C. H.
1
Das, Sudipta
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Economic modelling
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Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
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New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
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2
Estimating time-varying currency betas with contagion : new evidence from developed and emerging financial markets
Long, Ling
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Japan and the world economy : international journal of …
30
(
2014
),
pp. 10-24
Persistent link: https://www.econbiz.de/10010462927
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