Search Results - subject:"Generalized Variance"

Mohamed, Abdulrazak Nur; Mohamed, Idiris Sid Ali - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 119-128

Persistent link: https://www.econbiz.de/10014430786

Valuations of generalized variance swaps under the jump-diffusion model with stochastic liquidity risk

Wang, Ke; Guo, Xun-xiang; Zhang, Hong-yu - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014581051

Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels

Das, Sumonkanti; Brakel, Jan A. van den; Boonstra, Harm Jan - 2021

Persistent link: https://www.econbiz.de/10012595573

Investor sentiment contagion and network connectedness : evidence from China and other international stock markets

Liu, Yandi; Zhang, Jun; Guo, Na; Liu, Jingshan - In: The Manchester School 91 (2023) 6, pp. 587-613

Persistent link: https://www.econbiz.de/10014427574

Analyzing the connectedness between crude oil and petroleum products : evidence from USA

Tiwari, Aviral Kumar; Suleman, Muhammad Tahir; Ullah, Subhan - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2278-2347

Persistent link: https://www.econbiz.de/10014327520

The impacts of global liquidity on international housing prices

Chien, Mei-Se; Liu, Shu-Bing - In: International Journal of Housing Markets and Analysis 16 (2022) 2, pp. 354-373

prices in both advanced and developing economies, and generalized impulse response function (GIRF) and generalized variance …

Persistent link: https://www.econbiz.de/10014778296

Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system

Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela - In: Quantitative finance and economics 2 (2018) 3, pp. 661-701

Persistent link: https://www.econbiz.de/10012156828

Which time-frequency domain dominates spillover in the Chinese energy stock market?

Sun, Qingru; Gao, Xiangyun; An, Haizhong; Guo, Sui; … - In: International review of financial analysis 73 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012803729

Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model

Biswas, Subhojit; Mukherjee, Diganta; SenGupta, Indranil - In: International journal of financial engineering 7 (2020) 4, pp. 1-36

Persistent link: https://www.econbiz.de/10012603783

Time-varying co-movements and contagion effects in asian sovereign CDS markets

Cho, Daehyoung; Choi, Kyongwook - In: Journal of East Asian economic integration 19 (2015) 4, pp. 357-379

We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian sovereign CDS markets; that such co-movements tend...

Persistent link: https://www.econbiz.de/10011572880