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Search: subject:"Dynamic correlation"
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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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Free
84
Undetermined
59
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2
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Article
98
Book / Working Paper
67
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Article in journal
67
Aufsatz in Zeitschrift
67
Working Paper
24
Arbeitspapier
13
Graue Literatur
13
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13
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6
research-article
2
Collection of articles of several authors
1
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English
115
Undetermined
50
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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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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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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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ECONIS (ZBW)
81
RePEc
65
EconStor
17
Other ZBW resources
2
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1
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165
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1
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
Saved in:
2
Determinants of regional business cycle synchronization in Greece
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
; …
-
2024
Persistent link: https://www.econbiz.de/10014546439
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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