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ECONIS (ZBW)
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1
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
Saved in:
3
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
4
Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.
;
Ly, Cheng
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
Saved in:
5
Price co-movements in decentralized financial markets
Park, Seongwan
;
Lee, Seungju
;
Lee, Yunyoung
;
Ko, Hyungjin
; …
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3075-3082
Persistent link: https://www.econbiz.de/10014441906
Saved in:
6
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
7
Decoupling between the energy and semiconductor sectors during the pandemic : new evidence from wavelet analysis
Gubareva, Mariya
;
Umar, Zaghum
;
Teplova, Tamara V.
; …
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
6
,
pp. 1707-1719
Persistent link: https://www.econbiz.de/10014289784
Saved in:
8
The comparison study of liquidity measurements on the Chinese stock markets
Gao, Yang
;
Zhao, Wandi
;
Wang, Mingjin
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
2
,
pp. 483-511
Persistent link: https://www.econbiz.de/10012802098
Saved in:
9
A model of price correlations between clean energy indices and energy commodities
Kanamura, Takashi
- In:
Journal of sustainable finance & investment
12
(
2022
)
2
,
pp. 319-359
Persistent link: https://www.econbiz.de/10013177366
Saved in:
10
State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis
- In:
Essays in honour of Fabio Canova
,
(pp. 25-53)
.
2022
Persistent link: https://www.econbiz.de/10013443965
Saved in:
11
Investigating contagion effect of the recent Turkey currency crisis
Narinder Pal Singh
;
Dsouza, Suzan
- In:
International journal of monetary economics and finance …
15
(
2022
)
2
,
pp. 118-137
Persistent link: https://www.econbiz.de/10013414875
Saved in:
12
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
13
Asymptotic analysis of long-term investment with two illiquid and correlated assets
Chen, Xinfu
;
Dai, Min
;
Jiang, Wei
;
Qin, Cong
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1133-1169
Persistent link: https://www.econbiz.de/10013463397
Saved in:
14
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
15
Evaluation of the quality of sustainable entrepreneurship education in universities based on the grey correlation algorithm
Li, Chen
;
Sun, Zhiyuan
- In:
Journal of information & knowledge management : JIKM
23
(
2024
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014575606
Saved in:
16
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
Saved in:
17
Inter-industry wage differentials in China : evidence from a correlated random effect model
Lin, Xu
;
Xiong, Wei
- In:
Journal of labor research
45
(
2024
)
1
,
pp. 30-57
Persistent link: https://www.econbiz.de/10014507906
Saved in:
18
Can crude oil price returns drive stock returns of oil producing countries in Africa? : evidence from bivariate and multiple wavelet
Asafo-Adjei, Emmanuel
;
Adam, Anokye M.
;
Darkwa, Patrick
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 59-77
Persistent link: https://www.econbiz.de/10014511848
Saved in:
19
Ensemble classifiers for bankruptcy prediction using SMOTE and RFECV
Shahana, T.
;
Lavanya, Vilvanathan
;
Bhat, Aamir Rashid
- In:
International journal of enterprise network management …
15
(
2024
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10014512994
Saved in:
20
Housing price cycle interdependencies and comovement : a Markov-Switching approach
Cohen, Jeffrey
;
Coughlin, Cletus Charles
;
Soques, Daniel
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10014582197
Saved in:
21
Cryptocurrency spillovers and correlations : inefficiency and co-movement
Baur, Dirk G.
;
Lai Trung Hoang
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
2
,
pp. 203-204
Persistent link: https://www.econbiz.de/10014584467
Saved in:
22
Regime switching and causal network analysis of cryptocurrency volatility : evidence from pre-COVID and post-COVID analysis
Kayal, Parthajit
;
Dutta, Sumanjay
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
2
,
pp. 319-340
Persistent link: https://www.econbiz.de/10014584491
Saved in:
23
Spurious correlation due to scaling
Glasscock, Robson
;
Korenok, Oleg
;
Dorminey, Jack
- In:
Journal of accounting, auditing & finance : JAAF
39
(
2024
)
2
,
pp. 614-640
Persistent link: https://www.econbiz.de/10014584626
Saved in:
24
The wisdom of the madness of crowds : investor herding, anti-herding, and stock-bond return correlation
Radi, Sherrihan
;
Ge̜bka, Bartosz
;
Kallinterakis, …
- In:
Journal of economic behavior & organization
224
(
2024
),
pp. 966-995
Persistent link: https://www.econbiz.de/10014634625
Saved in:
25
Strategic entry with correlated private information
Wang, Rongyu
- In:
Journal of interdisciplinary economics
36
(
2024
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014634875
Saved in:
26
International comovements of public debt
Isomitdinov, Hasan
;
Arčabić, Vladimir
;
Lee, Junsoo
; …
- In:
Economic inquiry
62
(
2024
)
2
,
pp. 722-747
Persistent link: https://www.econbiz.de/10014541511
Saved in:
27
Contagion and linkages across international currencies
Bhatia, Shipra
;
Tuteja, Divya
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544020
Saved in:
28
Correlation clustering problem under mediation
Ales, Zacharie
;
Engelbeen, Céline
;
Figueiredo, Rosa
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
2
,
pp. 672-689
Persistent link: https://www.econbiz.de/10014532318
Saved in:
29
The stock-bond multiscale correlation
Aboura, Sofiane
- In:
The journal of fixed income : JFI
33
(
2023
)
4
,
pp. 105-127
Persistent link: https://www.econbiz.de/10014534081
Saved in:
30
An empirical study on the rapid development of the cultural industry under collaborative innovation : analysis based on entropy method and Grey correlation degree
Yu, Zhenni
;
Gu, Yanbo
- In:
Internet finance and digital economy : advances in …
,
(pp. 527-535)
.
2024
Persistent link: https://www.econbiz.de/10014534487
Saved in:
31
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
32
Attributes : selective learning and influence
Bardhi, Arjada
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
2
,
pp. 311-353
Persistent link: https://www.econbiz.de/10014534912
Saved in:
33
Revisiting the "pure" oil-exchange co-movement from a time-domain perspective
Ma, Zhe
;
Yang, Lu
- In:
The Singapore economic review
69
(
2024
)
1
,
pp. 183-202
Persistent link: https://www.econbiz.de/10014535492
Saved in:
34
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
35
Intertemporal correlation aversion : a model-free measurement
Rohde, Kirsten I. M.
;
Yu, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3493-3509
Persistent link: https://www.econbiz.de/10014551875
Saved in:
36
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
37
Motivated mislearning : the case of correlation neglect
Bolte, Lukas
;
Fan, Tony Q.
- In:
Journal of economic behavior & organization
217
(
2024
),
pp. 647-663
Persistent link: https://www.econbiz.de/10014552728
Saved in:
38
Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
Caprioli, Sergio
;
Cagliero, Emanuele
;
Crupi, Riccardo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014556697
Saved in:
39
Examining the dependence structure between carry trade and equity market returns in BRICS economies
Makhanya, Kabelo Collen
;
Bonga-Bonga, Lumengo
; …
- In:
International economic journal
38
(
2024
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10014577873
Saved in:
40
Pricing exchange options under stochastic correlation
Villamor, Enrique
;
Olivares, Pablo
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014580764
Saved in:
41
Evaluation of volatility spillovers for asymmetric realized covariance
Maki, Daiki
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014581009
Saved in:
42
Multi-factor default correlation model estimation : enhancement with bootstrapping
Yang, Zhihui
;
Ray Majumder, Saikat
;
Shen, Weiwei
;
Karm, …
- In:
Journal of risk : JOR
26
(
2024
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10014487316
Saved in:
43
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
44
Interplay of multifractal dynamics between shadow policy rates and energy markets
Aslam, Faheem
;
Hunjra, Ahmed Imran
;
Memon, Bilal Ahmed
; …
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014492052
Saved in:
45
Asymmetric information correlation in financial markets
Jiang, Ying
;
Liu, Hong
;
Yang, Qingshan
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492103
Saved in:
46
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
47
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
48
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
49
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
50
Testing the discriminant validity and heterotrait-monotrait ratio of correlation (HTMT) : a case in Indonesian SMEs
Dirgiatmo, Yong
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 157-170)
.
2024
Persistent link: https://www.econbiz.de/10014458566
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