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  • Search: subject:"Rolling window analysis"
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Year of publication
Subject
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CDS 2 Granger causality 2 cointegration 2 credit risk 2 debt crisis 2 price discovery 2 rolling window analysis 2 sovereign bonds 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Capital income 1 Causality analysis 1 China 1 Clean energy 1 Cointegration 1 Country risk 1 Credit derivative 1 Credit risk 1 Debt crisis 1 Erneuerbare Energie 1 Hedge effectiveness 1 Hedging 1 Kapitaleinkommen 1 Kausalanalyse 1 Kointegration 1 Kreditderivat 1 Kreditrisiko 1 Länderrisiko 1 Public bond 1 Public debt 1 Renewable energy 1 Risikoprämie 1 Risk premium 1 Rolling window analysis 1 Schuldenkrise 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 USA 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Kroustalis, Ioannis G. 2 Subeniotis, Demetres N. 2 Tamošiūnas, Andrius 2 Tampakoudis, Ioannis A. 2 Janda, Karel 1 Krištoufek, Ladislav 1 Zhang, Binyi 1
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Published in...
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CAMA working paper series 1 Journal of Business Economics and Management (JBEM) 1 Journal of business economics and management 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022
Persistent link: https://www.econbiz.de/10013173326
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The interactions and trade-offs of sovereign Credit Default SWAP (CDS) and bond spreads in a dynamic context
Tampakoudis, Ioannis A.; Tamošiūnas, Andrius; … - In: Journal of business economics and management 20 (2019) 3, pp. 466-488
other. The rolling window analysis verifies that the price discovery process evolves over time, presenting frequent …
Persistent link: https://www.econbiz.de/10012175748
Saved in:
Cover Image
The interactions and trade-offs of sovereign Credit Default SWAP (CDS) and bond spreads in a dynamic context
Tampakoudis, Ioannis A.; Tamošiūnas, Andrius; … - In: Journal of Business Economics and Management (JBEM) 20 (2019) 3, pp. 466-488
other. The rolling window analysis verifies that the price discovery process evolves over time, presenting frequent …
Persistent link: https://www.econbiz.de/10015401700
Saved in:
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