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~source:"econis"
~subject:"Ansteckungseffekt"
~subject:"Portfolio-Management"
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Ansteckungseffekt
Portfolio-Management
Volatility
29
Volatilität
29
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25
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25
Estimation
21
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21
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ECONIS (ZBW)
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1
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
2
Increasing
cross-market
correlations during the 2007-2009 global financial crisis : contagion or integration effects?
Olbryś, Joanna
;
Majewska, Elżbieta
- In:
Argumenta oeconomica
39
(
2017
)
2
,
pp. 263-277
Persistent link: https://www.econbiz.de/10012284701
Saved in:
3
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised: February 2016
process. The paper also checks the hypothesis of frictionless
cross-market
hedging, which implies perfectly correlated …
Persistent link: https://www.econbiz.de/10011441709
Saved in:
4
A systematic review of sovereign connectedness on emerging economies
Ballester, Laura
;
Díaz-Mendoza, Ana Carmen
; …
- In:
International review of financial analysis
62
(
2019
),
pp. 157-163
Persistent link: https://www.econbiz.de/10012207293
Saved in:
5
Crisis periods and contagion effects in the CEE stock markets : the influence of the 2007 US subprime crisis
Olbrys, Joanna
;
Majewska, Elzbieta
- In:
International journal of computational economics and …
6
(
2016
)
2
,
pp. 124-137
Persistent link: https://www.econbiz.de/10011704597
Saved in:
6
Commodity returns co-movements : Fundamentals or "style" effect?
Charlot, Philippe
;
Darné, Olivier
;
Moussa, Zakaria
- In:
Journal of international money and finance
68
(
2016
),
pp. 130-160
Persistent link: https://www.econbiz.de/10011711802
Saved in:
7
Cross-market
volatility index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
42
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
Saved in:
8
Cross-market
index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economic modelling
40
(
2014
),
pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
Saved in:
9
Cross-market
spillovers with "volatility surprise"
Aboura, Sofiane
;
Chevallier, Julien
- In:
Review of financial economics : RFE
23
(
2014
)
4
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010442564
Saved in:
10
Testing for financial contagion based on a nonparametric measure of the
cross-market
correlation
Li, Fuchun
;
Zhu, Hui
- In:
Review of financial economics : RFE
23
(
2014
)
3
,
pp. 141-147
Persistent link: https://www.econbiz.de/10010442578
Saved in:
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