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Search: subject:"Local Gaussian correlation"
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Correlation
11
Korrelation
11
Local Gaussian correlation
6
Aktienmarkt
5
Stock market
5
local Gaussian correlation
4
Ansteckungseffekt
3
Contagion effect
3
Erdöl
3
Financial crisis
3
Finanzkrise
3
Oil market
3
Petroleum
3
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3
Stochastischer Prozess
3
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3
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3
contagion
3
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3
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2
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2
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2
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2
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2
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EU countries
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2
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2
Finanzmarkt
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2
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2
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2
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11
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Tjostheim, Dag
3
Bampinas, Georgios
2
Berentsen, Geir Drage
2
Panagiōtidēs, Theodōros
2
Politsidis, Panagiotis N.
2
Støve, Bård
2
Yuan, Di
2
Zhang, Feipeng
2
Aboura, Sofiane
1
Bouri, Elie
1
Cai, Yuan
1
Chevallier, Julien
1
Cuia, Fenghui
1
Dimitriou, Dimitrios
1
Dong, Minyi
1
Gupta, Rangan
1
Haugen, Sverre Hauso
1
Kenourgios, Dimitris
1
Lacal, Virginia
1
Li, Dongxin
1
Ming, Lei
1
Nguyen Quynh Nga
1
Nordbø, Tommy
1
Otneim, Håkon
1
Shen, Yao
1
Simos, Theodore
1
Sleire, Anders D.
1
Tsioutsios, Alexandros
1
Wang, Shixuan
1
Wang, Shuo
1
Yang, Shenggang
1
Zhang, Lyuyuan
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Zhu, Bangzhu
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
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ECONIS (ZBW)
11
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1
The implications of non-synchronous trading in G-7 financial markets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
-
2025
Persistent link: https://www.econbiz.de/10015337909
Saved in:
2
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
-
2023
Persistent link: https://www.econbiz.de/10014305835
Saved in:
3
Nonlinear contagion between stock and real estate markets : international evidence from a
local
Gaussian
correlation
approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
4
Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries
Li, Dongxin
;
Zhang, Feipeng
;
Yuan, Di
;
Cai, Yuan
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 909-939
Persistent link: https://www.econbiz.de/10014446610
Saved in:
5
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478141
Saved in:
6
Contagion or flight-to-quality? : the linkage between oil price and the US dollar based on the local Gaussian approach
Ming, Lei
;
Shen, Yao
;
Yang, Shenggang
;
Dong, Minyi
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 722-750
Persistent link: https://www.econbiz.de/10013187583
Saved in:
7
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.
;
Støve, Bård
;
Otneim, Håkon
; …
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Saved in:
8
Oil and BRIC stock markets before and after COVID-19 : a
local
Gaussian
correlation
approach
Yuan, Di
;
Zhang, Feipeng
;
Cuia, Fenghui
;
Wang, Shuo
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
6
,
pp. 1592-1602
Persistent link: https://www.econbiz.de/10012514925
Saved in:
9
Local Gaussian correlations in financial and commodity markets
Nguyen Quynh Nga
;
Aboura, Sofiane
;
Chevallier, Julien
; …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 306-323
Persistent link: https://www.econbiz.de/10012239567
Saved in:
10
Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
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