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  • Search: subject:"Dynamic correlation"
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Year of publication
Subject
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dynamic correlation 85 Korrelation 79 Correlation 76 Dynamic correlation 53 ARCH-Modell 43 ARCH model 42 Volatility 38 Volatilität 38 Aktienmarkt 29 Stock market 29 Capital income 17 Kapitaleinkommen 17 Oil price 17 Ölpreis 17 Financial crisis 15 Finanzkrise 15 Dynamic Correlation 14 Time series analysis 14 Zeitreihenanalyse 14 Financial market 13 Finanzmarkt 13 Oil market 13 Portfolio selection 13 Portfolio-Management 13 Spillover effect 13 Spillover-Effekt 13 Welt 13 World 13 Ölmarkt 13 China 12 financial crisis 12 trade 11 Börsenkurs 10 DCC-GARCH 10 Estimation 10 Schätzung 10 Share price 10 business cycles 10 multivariate GARCH 10 Ansteckungseffekt 9
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Online availability
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Free 84 Undetermined 59 CC license 2
Type of publication
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Article 98 Book / Working Paper 67
Type of publication (narrower categories)
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Article in journal 67 Aufsatz in Zeitschrift 67 Working Paper 24 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 6 research-article 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1
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Language
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English 115 Undetermined 50
Author
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Fidrmuc, Jarko 10 Degiannakis, Stavros 8 Filis, George 8 Strozzi, Chiara 7 Vácha, Lukáš 7 Baruník, Jozef 6 Korhonen, Iikka 6 Donadelli, Michael 5 Kočenda, Evžen 5 Messina, Julián 5 Turunen, Jarkko 5 Weigand, Roland 5 Antonakakis, Nikolaos 4 Billio, Monica 4 Bos, Charles S. 4 Bátorová, Ivana 4 Gould, Phillip 4 Paradiso, Antonio 4 Riedel, Max 4 Boujelbène, Younes 3 Corbet, Shaen 3 Floros, Christos 3 Ghorbel, Achraf 3 Gupta, Rangan 3 Kiohos, Apostolos 3 Lee, Jim 3 Mohammadi, Hassan 3 Pyo, Dong-Jin 3 Tan, Yuting 3 Andre, Christophe 2 Bonga-Bonga, Lumengo 2 Chatziantoniou, Ioannis 2 Chen, Minghui 2 Chen, Yufeng 2 Coskun, Yener 2 Crowley, Patrick 2 Delis, Panagiotis 2 Ertugrul, Hasan Murat 2 Fadejeva, Ludmila 2 Fung, Laurence 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Hong Kong Monetary Authority 3 CESifo 2 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 2 C.E.P.R. Discussion Papers 1 Center for Economic Institutions, Institute of Economic Research 1 Department of Economics, Democritus University of Thrace 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, University of California-San Diego (UCSD) 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Département d'Économie Appliquée (DULBEA), Solvay Brussels School of Economics and Management 1 East Asian Bureau of Economic Research (EABER) 1 EconWPA 1 Econometric Society 1 Economic Research Southern Africa (ERSA) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Central Bank 1 Faculty of Economics, Kobe University 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institute for the Study of Labor (IZA) 1 Latvijas Banka 1 School of Economics and Political Science, Universität St. Gallen 1 Stockholm China Economic Research Institute, Handelshögskolan i Stockholm 1 Suomen Pankki 1 Tinbergen Institute 1 Tinbergen Instituut 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 1 World Institute for Development Economic Research (UNU/WIDER), United Nations University 1 eSocialSciences 1
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Published in...
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MPRA Paper 5 BOFIT Discussion Papers 3 Energy economics 3 International review of economics & finance : IREF 3 Research in international business and finance 3 Working Papers / Hong Kong Monetary Authority 3 Applied economics 2 CESifo Working Paper 2 CESifo Working Paper Series 2 Computational economics 2 East Asian economic review 2 Econometrics 2 Economics Letters 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 2 Finance research letters 2 IZA Discussion Papers 2 International Journal of Managerial and Financial Accounting 2 International review of financial analysis 2 Journal of Asian economics 2 Journal of Economic Studies 2 Journal of economic research 2 Journal of international financial markets, institutions & money 2 Mathematics and Computers in Simulation (MATCOM) 2 Physica A: Statistical Mechanics and its Applications 2 SAFE Working Paper 2 Theoretical and Applied Economics 2 Tinbergen Institute Discussion Papers 2 Agribusiness : an international journal 1 Annals of economics and statistics 1 Applied economics letters 1 Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 Asian Agricultural Research 1 BGPE Discussion Paper 1 BGPE discussion paper : Bavarian graduate program in economics 1 Baltic Journal of Economics 1 Bank of Finland Research Discussion Papers 1 Bank of Japan working paper series 1 CEI Working Paper Series 1
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Source
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ECONIS (ZBW) 81 RePEc 65 EconStor 17 Other ZBW resources 2
Showing 1 - 10 of 165
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Natural resources and sustainable development : evidence from the dynamic correlation between crude oil and gold market
Zhang, Xincheng; Wu, Shaojiang - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015211804
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Determinants of regional business cycle synchronization in Greece
Delis, Panagiotis; Degiannakis, Stavros; Filis, George; … - 2024
Persistent link: https://www.econbiz.de/10014546439
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Revisiting the interdependences across global base metal futures markets : evidence during the main waves of the COVID-19 pandemic
Chen, Xiangyu; Tongurai, Jittima - In: Research in international business and finance 70 (2024) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10015056832
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Determinants of regional business cycle synchronization in Greece
Delis, Panagiotis; Degiannakis, Stavros; Filis, George; … - In: Scottish journal of political economy : the journal of … 71 (2024) 5, pp. 685-704
Persistent link: https://www.econbiz.de/10015121012
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Modeling the daily volatility of oil gold dollar bitcoin and Iranian stock markets : an empirical application of a nonlinear space state model
Taleblou, Reza; Mohajeri, Parisa - In: Iranian economic review : journal of University of Tehran 27 (2023) 3, pp. 1033-1063
Persistent link: https://www.econbiz.de/10015400866
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Dynamics of energy and biofuel markets in the context of rising oil prices
Zhang, Chi - In: Agribusiness : an international journal 40 (2024) 4, pp. 866-884
Persistent link: https://www.econbiz.de/10015156950
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Carbon emissions pricing : linkages between EU ETS spot and future prices and completeness of EU ETS market
Mondal, Saikat; Pradhan, Rudra Prakash; Madhavan, Vinodh; … - In: Journal of emerging market finance 23 (2024) 4, pp. 450-470
Persistent link: https://www.econbiz.de/10015159141
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An analysis on the time-varying correlation among selected agricultural commodities : a DCC-GARCH model-based approach
Mishra, Eva; Murugesan, R. - In: International journal of enterprise network management … 15 (2024) 3, pp. 261-285
Persistent link: https://www.econbiz.de/10015060730
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