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International review of financial analysis
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ECONIS (ZBW)
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1
Connectedness between healthcare cryptocurrencies and major asset classes : implications for hedging and investments strategies
Patel, Ritesh Jayantibhai
;
Gubareva, Mariya
;
Chishti, …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014543529
Saved in:
2
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:
3
Cross-exchange crypto risk : a high-frequency dynamic network perspective
Wang, Yifu
;
Lu, Wanbo
;
Lin, Min-Bin
;
Ren, Rui
;
Härdle, …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543953
Saved in:
4
Random sources correlations and carbon futures pricing
Feng, Ling
;
Wang, Jieyu
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248391
Saved in:
5
Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
Saved in:
6
Measuring financial contagion : dealing with the volatility Bias in the correlation dynamics
Starkey, Christopher Michael
;
Tsafack, Georges
- In:
International review of financial analysis
90
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014469938
Saved in:
7
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
8
Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton
;
Trønnes, Haakon Andreas
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
Saved in:
9
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
10
Multiscaling and rough volatility : an empirical investigation
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472729
Saved in:
11
Analysis of risk correlations among stock markets during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013454980
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12
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
13
Can the Chinese volatility index reflect investor sentiment?
Long, Wen
;
Zhao, Manyi
;
Tang, Yeran
- In:
International review of financial analysis
73
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803434
Saved in:
14
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
15
VIX and liquidity premium
Bams, Dennis
;
Honarvar, Iman
- In:
International review of financial analysis
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Saved in:
16
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
17
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
18
Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Hau, Liya
- In:
International review of financial analysis
71
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
Saved in:
19
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi
- In:
International review of financial analysis
70
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
Saved in:
20
Stock-bond return correlations : moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
Allard, Anne-Florence
;
Iania, Leonardo
;
Smedts, Kristien
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012437127
Saved in:
21
Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Huang, Xiaohong
;
Huang, Shupei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437245
Saved in:
22
Determinants of stock-bond market comovement in the Eurozone under model uncertainty
Skintzi, Vasiliki D.
- In:
International review of financial analysis
61
(
2019
),
pp. 20-28
Persistent link: https://www.econbiz.de/10012206690
Saved in:
23
A systematic review of sovereign connectedness on emerging economies
Ballester, Laura
;
Díaz-Mendoza, Ana Carmen
; …
- In:
International review of financial analysis
62
(
2019
),
pp. 157-163
Persistent link: https://www.econbiz.de/10012207293
Saved in:
24
Is Bitcoin a hedge or safe haven for currencies? : an intraday analysis
Urquhart, Andrew
;
Zhang, Hanxiong
- In:
International review of financial analysis
63
(
2019
),
pp. 49-57
Persistent link: https://www.econbiz.de/10012207368
Saved in:
25
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
26
Bitcoin is not the New Gold : a comparison of volatility, correlation, and portfolio performance
Klein, Tony
;
Thu, Hien Pham
;
Walther, Thomas
- In:
International review of financial analysis
59
(
2018
),
pp. 105-116
Persistent link: https://www.econbiz.de/10012006926
Saved in:
27
Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
Ahmad, Wasim
;
Mishra, Anil V.
;
Daly, Kevin Edward
- In:
International review of financial analysis
59
(
2018
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012006930
Saved in:
28
Effects of common factors on stock correlation networks and portfolio diversification
Eom, Cheoljun
;
Park, Jong Won
- In:
International review of financial analysis
49
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011741216
Saved in:
29
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
30
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
31
Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas
- In:
International review of financial analysis
48
(
2016
),
pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
Saved in:
32
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
33
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
34
Oil price and stock market co-movement : what can we learn from time-scale approaches?
Ftiti, Zied
;
Guesmi, Khaled
;
Abid, Ilyes
- In:
International review of financial analysis
46
(
2016
),
pp. 266-280
Persistent link: https://www.econbiz.de/10011582053
Saved in:
35
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
36
Does the choice of performance measure influence the evaluation of commodity investments?
Auer, Benjamin R.
- In:
International review of financial analysis
38
(
2015
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011337620
Saved in:
37
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
38
Stock market correlations during the financial crisis of 2008 - 2009 : evidence from 50 equity markets
Kotkatvuori-Örnberg, Juha
;
Nikkinen, Jussi
;
Äijö, Janne
- In:
International review of financial analysis
28
(
2013
),
pp. 70-78
Persistent link: https://www.econbiz.de/10009762703
Saved in:
39
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle
;
Brooks, Chris
- In:
International review of financial analysis
30
(
2013
),
pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Saved in:
40
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Saved in:
41
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
Gupta, Rakesh
;
Guidi, Francesco
- In:
International review of financial analysis
21
(
2012
),
pp. 10-22
Persistent link: https://www.econbiz.de/10009633365
Saved in:
42
On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
Saved in:
43
Robust global stock market interdependencies
Lucey, Brian M.
;
Muckley, Cal
- In:
International review of financial analysis
20
(
2011
)
4
,
pp. 215-224
Persistent link: https://www.econbiz.de/10009295706
Saved in:
44
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
45
Characteristics of the Polish stock market correlations
Gałązka, Marek
- In:
International review of financial analysis
20
(
2011
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10009295932
Saved in:
46
How to quantify the influence of correlations on investment diversification
Medo, Matúš
;
Yeung, Chi ho
;
Zhang, Yi-cheng
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 34-39
Persistent link: https://www.econbiz.de/10003850302
Saved in:
47
Correlation and return dispersion dynamics in Chinese markets
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 477-491
Persistent link: https://www.econbiz.de/10003117573
Saved in:
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