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  • Search: subject:"multivariate quantile model"
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Year of publication
Subject
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Spillover effect 4 Spillover-Effekt 4 EPU spillovers 3 Börsenkurs 2 CAPM 2 Multivariate quantile model 2 Public bond 2 Share price 2 Volatility 2 Volatilität 2 Welt 2 World 2 multivariate quantile model 2 Öffentliche Anleihe 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Bitcoin 1 Bond market 1 Causality analysis 1 Country risk 1 Country-level bond market volatility 1 Credit derivative 1 Credit risk 1 Economic policy 1 Economic policy uncertainty 1 Euro area 1 Eurozone 1 Granger causality risk test 1 International asset pricing 1 Kausalanalyse 1 Kreditderivat 1 Kreditrisiko 1 Länderrisiko 1 Portfolio selection 1 Portfolio-Management 1 Rentenmarkt 1 Risiko 1 Risikomanagement 1 Risk 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Gong, Yuting 3 Xue, Wenjun 3 Caglayan, Mustafa O. 1 Chi, Xie 1 He, Zhongzhi 1 Li, Xiao 1 Wang, Gang-Jin 1 Wen, Danyan 1 Zhao, Longfeng 1
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Published in...
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Finance research letters 2 The European journal of finance 1 The journal of futures markets 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.; Gong, Yuting; Xue, Wenjun - In: The European journal of finance 30 (2024) 11, pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
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EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: The journal of futures markets 43 (2023) 12, pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
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The impact of EPU spillovers on the bond market volatility : global evidence
Gong, Yuting; Li, Xiao; Xue, Wenjun - In: Finance research letters 55 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014473341
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When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin; Chi, Xie; Wen, Danyan; Zhao, Longfeng - In: Finance research letters 31 (2019), pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
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