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  • Search: subject_exact:"Correlation"
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Year of publication
Subject
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Correlation 8,347 Korrelation 8,018 Theorie 2,556 Theory 2,550 Volatility 1,411 Volatilität 1,393 Schätztheorie 1,377 Estimation theory 1,374 Portfolio-Management 1,299 Portfolio selection 1,296 Schätzung 1,125 Estimation 1,124 Capital income 1,103 Kapitaleinkommen 1,103 correlation 1,060 ARCH model 959 ARCH-Modell 958 Aktienmarkt 956 Stock market 956 Börsenkurs 870 Share price 867 Zeitreihenanalyse 769 Time series analysis 767 USA 629 United States 628 Welt 627 World 627 Forecasting model 458 Prognoseverfahren 458 Risk 439 Risiko 431 Credit risk 418 Kreditrisiko 390 statistics 363 Financial crisis 362 equation 360 Finanzkrise 356 Financial market 320 Finanzmarkt 318 Regressionsanalyse 299
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Online availability
All
Free 4,091 Undetermined 2,350 CC license 187
Type of publication
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Article 5,170 Book / Working Paper 4,130 Other 4
Type of publication (narrower categories)
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Article in journal 4,423 Aufsatz in Zeitschrift 4,423 Working Paper 1,460 Arbeitspapier 1,409 Graue Literatur 1,398 Non-commercial literature 1,398 Aufsatz im Buch 225 Book section 225 Hochschulschrift 93 Thesis 73 Article 44 Conference paper 35 Konferenzbeitrag 35 Collection of articles written by one author 25 Sammlung 25 research-article 15 Collection of articles of several authors 10 Reprint 10 Sammelwerk 10 Amtsdruckschrift 7 Forschungsbericht 7 Government document 7 Aufsatzsammlung 6 Case study 6 Conference Paper 6 Fallstudie 6 Dissertation u.a. Prüfungsschriften 4 Konferenzschrift 4 Lehrbuch 3 Rezension 2 Statistik 2 Systematic review 2 Übersichtsarbeit 2 Advisory report 1 Amtliche Publikation 1 Bibliografie enthalten 1 Bibliography included 1 Congress Report 1 Gutachten 1 Handbook 1
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Language
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English 8,510 Undetermined 635 German 90 Spanish 15 French 13 Polish 12 Russian 8 Italian 6 Croatian 4 Lithuanian 3 Portuguese 3 Romanian 3 Slovak 2 Czech 1 Kazakh 1 Macedonian 1 Norwegian 1
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Author
All
McAleer, Michael 47 Pesaran, M. Hashem 45 Ledoit, Olivier 42 Wolf, Michael 39 Engle, Robert F. 33 Lucas, André 27 Tiwari, Aviral Kumar 27 Bauwens, Luc 25 Christiansen, Charlotte 24 Phillips, Peter C. B. 24 Croux, Christophe 23 Hafner, Christian M. 22 McMillan, David G. 22 Fan, Jianqing 21 Koopman, Siem Jan 21 Teräsvirta, Timo 21 Boudt, Kris 20 Gupta, Rangan 20 Kapetanios, George 20 Asai, Manabu 19 Weber, Enzo 19 Caporin, Massimiliano 18 Dijk, Dick van 18 Ray, Indrajit 17 Aslanidis, Nektarios 16 Bailey, Natalia 16 Escobar, Marcos 16 Liow, Kim Hiang 16 Patton, Andrew J. 16 Silvennoinen, Annastiina 16 Wied, Dominik 16 Xiu, Dacheng 16 Zhou, Hao 16 Diebold, Francis X. 15 Rösch, Daniel 15 Vanduffel, Steven 15 Chan-Lau, Jorge A. 14 Hautsch, Nikolaus 14 Heinlein, Reinhold 14 Linton, Oliver 14
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Institution
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International Monetary Fund (IMF) 403 National Bureau of Economic Research 74 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 40 International Monetary Fund 39 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 7 C.E.P.R. Discussion Papers 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 European Central Bank 4 European Commission / Joint Research Centre 4 HAL 4 Institut ekonomických studií, Univerzita Karlova v Praze 4 Universitat Pompeu Fabra / Departament d'Economia i Empresa 4 eSocialSciences 4 Europäische Kommission / Statistisches Amt 3 Henley Business School, University of Reading 3 London School of Economics (LSE) 3 Society for Computational Economics - SCE 3 University of Cambridge / Department of Applied Economics 3 Center for Financial Studies 2 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 2 Centre for Analytical Finance <Århus> 2 Centro de Investigación Económica (CIE), Departamento Académico de Economía 2 Collegio Carlo Alberto, Università degli Studi di Torino 2 Department of Economics, McMaster University 2 Department of Economics, Oxford University 2 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 East Asian Bureau of Economic Research (EABER) 2 Econometrisch Instituut <Rotterdam> 2 Economic Research Institute, College of Business and Economics 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 European Commission / Directorate-General for Research 2 Federal Reserve Bank of San Francisco 2 Federal Reserve Bank of St. Louis 2 Geary Institute, University College Dublin 2 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2 Institute for International Integration Studies (IIIS), Trinity College Dublin 2 National Centre for Econometric Research (NCER) 2 Nationale Bank van België/Banque national de Belqique (BNB) 2 Regional Research Institute (RRI), West Virginia University 2 Rimini Centre for Economic Analysis (RCEA) 2
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Published in...
All
IMF Working Papers 385 Journal of econometrics 143 Economics letters 109 Finance research letters 108 Journal of banking & finance 80 Economic modelling 78 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 77 Applied economics 71 NBER Working Paper 66 NBER working paper series 65 Energy economics 63 Journal of empirical finance 63 International review of financial analysis 62 Applied economics letters 58 Research in international business and finance 55 Working paper / National Bureau of Economic Research, Inc. 55 Working paper 51 Discussion paper / Tinbergen Institute 50 International review of economics & finance : IREF 49 The North American journal of economics and finance : a journal of financial economics studies 45 Econometric reviews 43 European journal of operational research : EJOR 41 International journal of theoretical and applied finance 41 Journal of international financial markets, institutions & money 40 Journal of risk and financial management : JRFM 40 MPRA Paper 40 Computational economics 38 Physica A: Statistical Mechanics and its Applications 38 Journal of international money and finance 36 CESifo working papers 35 Econometric theory 35 CREATES research paper 31 Discussion paper series / IZA 31 Games and economic behavior 29 Journal of economic dynamics & control 29 Journal of the American Statistical Association : JASA 29 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 29 Quantitative finance 28 International journal of forecasting 27 The review of financial studies 27
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Source
All
ECONIS (ZBW) 8,159 RePEc 982 EconStor 101 Other ZBW resources 27 BASE 22 USB Cologne (EcoSocSci) 12 USB Cologne (business full texts) 1
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Showing 1 - 10 of 9,304
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Agri-preneurial resilience and success : the correlation and demographic characteristics of smallholders in South Africa
Agholor, Isaac Azikiwe; Chowdhury, Ataharul; Shehu … - In: Administrative Sciences : open access journal 14 (2024) 10, pp. 1-18
The incentives and subsidies needed to stimulate growth, resilience, and success in agripreneurial businesses will only be realized through numerous interventions as agri-preneurship contributes significantly to sustainable agricultural development in South Africa. This study provided a novel...
Persistent link: https://www.econbiz.de/10015149453
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Exchange rates and sovereign risk : a nonlinear approach based on local Gaussian correlations
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2024
We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes periods of severe stress, such as the Global Financial Crisis, the COVID-19 pandemic and the Ukrainian War. Using...
Persistent link: https://www.econbiz.de/10014505308
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Empirical evidence on the stock-bond correlation
Molenaar, Roderick; Sénéchal, Edouard; Swinkels, Laurens - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 17-36
Persistent link: https://www.econbiz.de/10015050469
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Fuel price networks in the EU
Gkatzoglou, Fotios; Papadimitriou, Theophilos; Gkonkas, … - In: Economies : open access journal 12 (2024) 5, pp. 1-24
This study deals with the evolution of fuels' prices over time in the EU. The central research inquiry revolves around whether there exists any correlation among the trajectories followed by national prices in the gasoline and diesel markets. The EU, and more specifically the Euro-Area, by its...
Persistent link: https://www.econbiz.de/10014636012
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Information transmission and countervailing biases in organizations
Chiba, Saori - In: Games 15 (2024) 3, pp. 1-25
A decision maker (DM) must choose between two projects or decide on no project. The expected benefits of these projects are correlated. The DM seeks advice from an agent with private information about the projects' benefits. However, the agent's divergent preferences for projects and lack of...
Persistent link: https://www.econbiz.de/10014636248
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Job autonomy as a driver of job satisfaction
Zychová, Kristýna; Fejfarová, Martina; Jindrová, Andrea - In: Central European business review : CEBR 13 (2024) 2, pp. 117-140
Persistent link: https://www.econbiz.de/10015049218
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The probability of hospital bankruptcy : a stochastic approach
Shanmugam, Ramalingam; Beauvais, Brad; Dolezel, Diane; … - In: International Journal of Financial Studies : open … 12 (2024) 3, pp. 1-23
Healthcare leaders are faced with many financial challenges in the contemporary environment, leading to financial distress and notable instances of bankruptcies in recent years. What is not well understood are the specific conditions that may lead to organizational economic failure. Though there...
Persistent link: https://www.econbiz.de/10015101915
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Correlation pitfalls with ChatGPT : would you fall for them?
Hofert, Marius - In: Risks : open access journal 11 (2023) 7, pp. 1-17
This paper presents an intellectual exchange with ChatGPT, an artificial intelligence chatbot, about correlation pitfalls in risk management. The exchange takes place in the form of a conversation that provides ChatGPT with context. The purpose of this conversation is to evaluate ChatGPT's...
Persistent link: https://www.econbiz.de/10014335904
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The role of data and priors in estimating climate sensitivity
Ikefuji, Masako; Magnus, Jan R.; Vasnev, Andrey L. - 2023
In Bayesian theory, the data together with the prior produce a posterior. We show that it is also possible to follow the opposite route, that is, to use data and posterior information (both of which are observable) to reveal the prior (which is not observable). We then apply the theory to...
Persistent link: https://www.econbiz.de/10014451903
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A bibliometric analysis of socially responsible investment based on thematic clustering
Chalissery, Neenu; Tabash, Mosab I.; Nishad T, Mohamed; … - In: Cogent business & management 10 (2023) 1, pp. 1-36
Recently, scholarly interest in Socially Responsible Investment has increased significantly, and it is now regarded as one of the most important fields in business and strategy literature. The growth of socially conscious investors is a key component of the continuous quest for enhanced...
Persistent link: https://www.econbiz.de/10014451907
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