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  • Search: subject:"correlations"
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Year of publication
Subject
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Korrelation 451 Correlation 394 correlations 327 correlation 213 statistics 201 equation 200 Volatility 170 Volatilität 165 equations 152 standard deviation 144 ARCH-Modell 143 Theorie 141 ARCH model 140 probability 135 time series 133 Correlations 132 Theory 128 Economic models 124 statistic 114 survey 112 Portfolio-Management 111 Portfolio selection 110 Stock market 110 standard errors 109 Aktienmarkt 108 covariance 108 econometrics 106 samples 104 Kapitaleinkommen 100 Capital income 98 Schätzung 98 Welt 98 World 95 Estimation 94 standard deviations 89 Dynamic conditional correlations 83 forecasting 82 Financial crisis 76 probabilities 72 predictions 71
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Online availability
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Free 940 Undetermined 604 CC license 31
Type of publication
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Article 885 Book / Working Paper 840 Other 12
Type of publication (narrower categories)
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Article in journal 414 Aufsatz in Zeitschrift 414 Working Paper 256 Graue Literatur 143 Non-commercial literature 143 Arbeitspapier 133 Article 34 research-article 16 Aufsatz im Buch 7 Book section 7 Conference paper 5 Konferenzbeitrag 5 Thesis 5 Conference Paper 4 Hochschulschrift 1 Konferenzschrift 1 Preprint 1 Report 1 review 1
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Language
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English 1,059 Undetermined 663 German 4 Spanish 3 Slovak 2 Czech 1 French 1 Polish 1 Portuguese 1 Romanian 1 Russian 1
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Author
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McAleer, Michael 60 Caporin, Massimiliano 37 Schnitzlein, Daniel D. 35 Ledoit, Olivier 21 Wolf, Michael 21 Chang, Chia-Lin 17 Baumöhl, Eduard 14 Bingley, Paul 14 Cappellari, Lorenzo 14 Engle, Robert F. 14 Havlin, Shlomo 14 Tansuchat, Roengchai 14 Bunde, Armin 13 Anger, Silke 12 Horioka, Charles 12 Pesaran, M. Hashem 12 Asai, Manabu 11 Lux, Thomas 11 Bauwens, Luc 10 Coeurdacier, Nicolas 10 De Nard, Gianluca 10 Ford, Nicholas 10 Guibaud, Stéphane 10 Kristoufek, Ladislav 10 Luu, Duc Thi 10 Lyócsa, Štefan 10 Manera, Matteo 10 Bratberg, Espen 9 Nilsen, Øivind Anti 9 Raddant, Matthias 9 Vaage, Kjell 9 Gupta, Rakesh 8 Kantelhardt, Jan W. 8 McAleer, M.J. 8 Bailey, Natalia 7 Creti, Anna 7 Giulietti, Corrado 7 Guesmi, Khaled 7 Kapetanios, George 7 Lanza, Alessandro 7
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Institution
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International Monetary Fund (IMF) 224 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 International Monetary Fund 18 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 12 Institute for the Study of Labor (IZA) 10 Erasmus University Rotterdam, Econometric Institute 9 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 9 HAL 8 Institut für Schweizerisches Bankwesen <Zürich> 8 Institute of Economic Research, Kyoto University 8 Department of Economics and Finance, College of Business and Economics 7 EconWPA 7 CESifo 6 C.E.P.R. Discussion Papers 5 Departamento de Estadistica, Universidad Carlos III de Madrid 5 Institut für Weltwirtschaft (IfW) 5 Tinbergen Instituut 5 Department of Economics and Business, Universitat Pompeu Fabra 4 Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 Society for Computational Economics - SCE 4 Universität <Regensburg> / Institut für Banken und Finanzierung 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Department of Economics, Iowa State University 3 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 3 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 3 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 3 Faculty of Economics, University of Cambridge 3 Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics 3 London School of Economics and Political Science 3 Reserve Bank of Australia 3 Santa Fe Institute 3 School of Economics, Singapore Management University 3 Universitetet <Stavanger> / School of Business Administration 3 Agricultural and Applied Economics Association - AAEA 2 Banco de España 2 Center for Agricultural and Rural Development (CARD), Iowa State University 2 Center for Financial Studies 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Centre d'études prospectives et d'informations internationales (CEPII) 2
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Published in...
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IMF Working Papers 218 Physica A: Statistical Mechanics and its Applications 185 IZA Discussion Papers 29 Working Paper 25 MPRA Paper 19 Discussion paper series 16 Energy economics 16 Economic modelling 15 Psychometrika 14 Discussion paper / Tinbergen Institute 13 Econometric Institute Research Papers 12 Tinbergen Institute Discussion Paper 12 Applied economics 11 Finance research letters 10 CESifo Working Paper 9 Documentos de Trabajo del ICAE 9 Econometric Institute Report 9 Working Papers in Economics 9 Working paper series / University of Zurich, Department of Economics 9 International review of economics & finance : IREF 8 International review of financial analysis 8 KIER Working Papers 8 Journal of econometrics 7 Journal of financial econometrics 7 Journal of international financial markets, institutions & money 7 Mathematics and Computers in Simulation (MATCOM) 7 Working Papers / HAL 7 CESifo Working Paper Series 6 Computational economics 6 Economic Modelling 6 Energy 6 International journal of finance & economics : IJFE 6 Journal of Risk and Financial Management 6 Journal of risk and financial management : JRFM 6 Research in international business and finance 6 SOEPpapers on Multidisciplinary Panel Data Research 6 The North American journal of economics and finance : a journal of financial economics studies 6 Working paper 6 CEPR Discussion Papers 5 CESifo working papers 5
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Source
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RePEc 930 ECONIS (ZBW) 569 EconStor 162 USB Cologne (business full texts) 37 BASE 22 Other ZBW resources 17
Showing 1 - 10 of 1,737
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Multilayer interdependencies in the banking system of Japan : correlation dynamics and determinants
Luu, Duc Thi; Inoue, Hiroyasu; Honvehlmann, Lutz; Lux, … - In: Quantitative finance 25 (2025) 6, pp. 973-1006
Persistent link: https://www.econbiz.de/10015534170
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Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies : potential risk-return and environmental benefits
Esparcia, Carlos; Jareño, Francisco; Escribano, Ana - In: Innovation and green development 5 (2026) 1, pp. 1-18
, with notable negative correlations for Ripple and Bitcoin in January 2018. Most green cryptocurrencies, with the exception … of TRON, also showed negative correlations with EUAs during this period. In terms of VaR, traditional cryptocurrencies …
Persistent link: https://www.econbiz.de/10015651725
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Does the VIX act as the main transmitter of mispricing in index futures markets? : insights from European and American regions
Samarakoon, S. M. R. K.; Pradhan, Rudra Prakash; … - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-45
Persistent link: https://www.econbiz.de/10015371777
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Hydrogen in financial markets : a hybrid asset at the crossroads of technology and clean energy
Couture, Emilie - 2026
Persistent link: https://www.econbiz.de/10015618477
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Bootstrap inference for group factor models
Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - In: Journal of financial econometrics 23 (2025) 2, pp. 1-70
Persistent link: https://www.econbiz.de/10015339830
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Regime-Dependent Asset Market Linkages and Portfolio Risk Management: Evidence from South Africa
Mdhlalose, Dickson - 2026
The relationships among different investment types in South Africa, and how these shift with the overall economic environment, are the focus of this research, as is what this means for managing the risk of investment collections. Using a Markov-Switching Vector Autoregressive (MS-VAR) method, we...
Persistent link: https://www.econbiz.de/10015640429
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The relationship between intergenerational mobility and equality of opportunity
Adermon, Adrian; Brandén, Gunnar; Nybom, Martin - 2025
approaches by estimating equality of opportunity and intergenerational mobility measures - as well as sibling correlations …
Persistent link: https://www.econbiz.de/10015332818
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Market perspective on climate actions and clean energy transition
Xia, Qinqin - In: Energy policy : the international journal of the … 198 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015484654
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Market perspective on climate actions and clean energy transition
Xia, Qinqin - In: Energy policy : the international journal of the … 198 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015492676
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The relationship between intergenerational mobility and equality of opportunity
Adermon, Adrian; Brandén, Gunnar; Nybom, Martin - 2025
well as sibling correlations - across 16 birth cohorts within 126 Swedish local labor markets. Using these estimates, we …
Persistent link: https://www.econbiz.de/10015332934
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