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  • Search: subject:"Dynamic price integration"
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Year of publication
Subject
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Dynamic price integration 6 contingent capital 4 corporate risk taking 4 credit risk 4 global financial crisis 4 liquidity shock 4 local covariates 4 micro-market noise 4 news sentiment 4 options 4 quantiles 4 risk management 4 volatility 4 exchange rates 3 inflation targeting 3 size effects 3 sovereign debt CDS 3 value-at-risk 3 Bibliometrie 2 Contingent capital 2 Corporate risk taking 2 Credit risk 2 Finanzkrise 2 Global financial crisis 2 Inflationssteuerung 2 Kreditderivat 2 Kreditrisiko 2 Liquidity shock 2 Local covariates 2 Marktliquidität 2 Meta-Analyse 2 Micro-market noise 2 News sentiment 2 Options 2 Quantiles 2 Risikomaß 2 Risk management 2 Volatility 2 Wechselkurs 2 asymmetry 2
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Online availability
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Free 7
Type of publication
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Book / Working Paper 7
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 5 English 2
Author
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Chang, Chia-Lin 7 McAleer, Michael 6 Allen, David 3 Allen, Allen, D.E. 1 Allen, David E 1 Allen, David E. 1 Chang, Jui-Chuan Della 1 Huang, Yi-Wei 1
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Institution
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute of Economic Research, Kyoto University 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Discussion paper / Tinbergen Institute 1 Documentos de Trabajo del ICAE 1 Econometric Institute Research Papers 1 KIER Working Papers 1 MPRA Paper 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
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Source
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RePEc 5 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 7 of 7
Cover Image
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - 2013
financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional …
Persistent link: https://www.econbiz.de/10010326212
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Cover Image
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - Tinbergen Instituut - 2013
financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional …
Persistent link: https://www.econbiz.de/10011256871
Saved in:
Cover Image
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; McAleer, Michael; Allen, Allen, D.E. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional …
Persistent link: https://www.econbiz.de/10010732636
Saved in:
Cover Image
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; McAleer, Michael; Allen, David - Facultad de Ciencias Económicas y Empresariales, … - 2013
financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional …
Persistent link: https://www.econbiz.de/10010778692
Saved in:
Cover Image
Recent Developments in Financial Economics and Econometrics:An Overview
Chang, Chia-Lin; Allen, David E; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013
financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional …
Persistent link: https://www.econbiz.de/10010860064
Saved in:
Cover Image
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724823
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Cover Image
Dynamic Price Integration in the Global Gold Market
Chang, Chia-Lin; Chang, Jui-Chuan Della; Huang, Yi-Wei - Volkswirtschaftliche Fakultät, … - 2012
This paper examines the inter-relationships among gold prices in five global gold markets, namely London, New York, Japan, Hong Kong (since 1 July 1997, a Special Administrative Region (SAR) of China), and Taiwan. We investigate the linkages between Taiwan and the other global gold markets to...
Persistent link: https://www.econbiz.de/10011108346
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