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Year of publication
Subject
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Correlation 2 Korrelation 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Capital income 1 China 1 Copper 1 Copper market 1 Copper price 1 Credit risk 1 Cross-correlation approach 1 Dynamic conditional correlation 1 Kapitaleinkommen 1 Kreditrisiko 1 Kupfer 1 Kupfermarkt 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 Structural break 1 Structural breaks 1 Strukturbruch 1 Theorie 1 Theory 1 V4 countries 1 Volatility 1 Volatility spillover 1 Volatilität 1 consolidation policy 1 correlation approach 1 credit value adjustment (CVA) 1 dynamic conditional correlation approach 1 parametric approach 1 primary balance 1 right-way risk 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Chen, Wei 1 Dráb, Radovan 1 Guo, Jin 1 Li, Le 1 Martinková, Slavomíra 1 Mihóková, Lucia 1 Pang, Tao 1
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Published in...
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Equilibrium : quarterly journal of economics and economic policy 1 Global finance journal 1 The journal of risk model validation 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Short-term fiscal imbalance comparison in V4 countries using a dynamic conditional correlation approach
Mihóková, Lucia; Martinková, Slavomíra; Dráb, Radovan - In: Equilibrium : quarterly journal of economics and … 12 (2017) 2, pp. 261-280
Persistent link: https://www.econbiz.de/10012230775
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Co-movement of international copper prices, China's economic activity, and stock returns : Structural breaks and volatility dynamics
Guo, Jin - In: Global finance journal 36 (2018), pp. 62-77
Persistent link: https://www.econbiz.de/10012125016
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On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao; Chen, Wei; Li, Le - In: The journal of risk model validation 11 (2017) 3, pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
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