//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Applied financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Kendall's tau"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
18
Korrelation
18
USA
7
United States
7
Theorie
4
Theory
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Stock market
3
Börsenkurs
2
CAPM
2
Causality analysis
2
Cointegration
2
Commodity derivative
2
Erdöl
2
Exchange rate
2
Kausalanalyse
2
Kointegration
2
Petroleum
2
Rohstoffderivat
2
Share price
2
Time series analysis
2
Wechselkurs
2
Zeitreihenanalyse
2
1963-1998
1
1987-2004
1
1988-2002
1
1992-2004
1
1993-2002
1
1995-2004
1
2002
1
Aktienindex
1
Anleihe
1
more ...
less ...
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Hamori, Shigeyuki
2
Al-Zuobi, Hiatham
1
Andersson, Magnus
1
Brooks, Robert
1
Chiang, Kevin C. H.
1
Chong, James
1
Chou, Pei-i
1
Darrat, Ali F.
1
Ding, Liang
1
Doong, Shuh-chyi
1
Dunis, C. L.
1
Evans, Ben
1
Faff, Robert W.
1
Grasso, Margherita
1
Hallerbach, Winfried G.
1
Hwang, Young-soon
1
Jones, Trefor T.
1
Kozhevnikov, Kirill
1
Krystalogianni, Alexandra
1
Laws, Jason
1
Lee, Chia-hao
1
Maghyereh, Aktham I.
1
Manera, Matteo
1
McAleer, Michael
1
Min, Hong-ghi
1
Miyake, Hiroyoki
1
Morales Zumaquero, Amalia
1
Ragunathan, Vanitha
1
Saad, Mohsen M.
1
Silvapulle, Paramsothy
1
Sosvilla-Rivero, Simón
1
Sriananthakumar, Sivagowry
1
Stevenson, Simon
1
Sun, Yiguo
1
Tamakoshi, Go
1
Tapon, Francis
1
Wang, Peijie
1
Wisen, Craig H.
1
Yang, Li
1
Yang, Lu
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
110
Economics letters
96
Finance research letters
73
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
65
Applied economics
60
NBER Working Paper
59
NBER working paper series
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
Discussion paper / Tinbergen Institute
45
International review of financial analysis
44
Research in international business and finance
44
International review of economics & finance : IREF
42
Working paper
42
Energy economics
41
Econometric reviews
38
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
30
CESifo working papers
29
Discussion paper series / IZA
29
Journal of risk and financial management : JRFM
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Cambridge working papers in economics
23
International journal of forecasting
23
CREATES research paper
22
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of forecasting
22
Journal of the American Statistical Association : JASA
22
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
18
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
2
An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
Saved in:
3
Dynamic correlation analysis of US financial crisis and contagion : evidence from four OECD countries
Min, Hong-ghi
;
Hwang, Young-soon
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 2063-2074
Persistent link: https://www.econbiz.de/10009719300
Saved in:
4
Dynamic correlations between REIT sub-sectors and the implications for diversification
Chong, James
;
Krystalogianni, Alexandra
;
Stevenson, Simon
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1089-1109
Persistent link: https://www.econbiz.de/10009625468
Saved in:
5
Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón
;
Morales Zumaquero, Amalia
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
Saved in:
6
Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao
;
Doong, Shuh-chyi
;
Chou, Pei-i
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
Saved in:
7
Asymmetric correlations in equity returns : a fundamental-based explanation
Ding, Liang
;
Miyake, Hiroyoki
;
Zou, Hao
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 389-399
Persistent link: https://www.econbiz.de/10009124543
Saved in:
8
Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
Saved in:
9
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Saved in:
10
Nonfundamentals and value returns
Chiang, Kevin C. H.
;
Kozhevnikov, Kirill
;
Wisen, Craig H.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1075-1083
Persistent link: https://www.econbiz.de/10003590475
Saved in:
11
Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Saad, Mohsen M.
;
Darrat, Ali F.
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 913-919
Persistent link: https://www.econbiz.de/10003538069
Saved in:
12
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
13
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
14
International correlations across stock markets and industries : trends and patterns 1988 - 2002
Yang, Li
;
Tapon, Francis
;
Sun, Yiguo
- In:
Applied financial economics
16
(
2006
)
16
,
pp. 1171-1183
Persistent link: https://www.econbiz.de/10003387369
Saved in:
15
A different approach to estimating betas of securities subject to thin trading and serial correlation
Wang, Peijie
;
Jones, Trefor T.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1145-1152
Persistent link: https://www.econbiz.de/10003213513
Saved in:
16
Free trade agreements and equity market integration : the case of the US and Jordan
Maghyereh, Aktham I.
;
Al-Zuobi, Hiatham
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 995-1005
Persistent link: https://www.econbiz.de/10003177481
Saved in:
17
Correlations, integration and Hansen-Jagannathan bounds
Ragunathan, Vanitha
;
Faff, Robert W.
;
Brooks, Robert
- In:
Applied financial economics
14
(
2004
)
16
,
pp. 1167-1180
Persistent link: https://www.econbiz.de/10002409057
Saved in:
18
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->