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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Credit booms and crisis-emergent asset comovement : the problem of latent correlation
Chibane, Messaoud
;
Gabriel, Amadeus
;
Giménez Roche, …
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 270-279
Persistent link: https://www.econbiz.de/10013336283
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2
Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
Saved in:
3
Conditional correlation between exchange rates and stock prices
Ding, Liang
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 452-463
Persistent link: https://www.econbiz.de/10012655525
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4
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
Saved in:
5
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
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6
Crude oil and stock markets in the COVID-19 crisis : evidence from oil exporters and importers
Heinlein, Reinhold
;
Legrenzi, Gabriella
;
Mahadeo, Scott …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 223-229
Persistent link: https://www.econbiz.de/10013258469
Saved in:
7
Examining the effects of news and media sentiments on volatility and correlation : evidence from the UK
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
El-Nader, …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 280-297
Persistent link: https://www.econbiz.de/10013258478
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8
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
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9
Equivalent volume and comovement
Staer, Arsenio
;
Sottile, Pedro
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
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10
The two faces of interbank correlation
Schaeck, Klaus
;
Buston, Consuelo Silva
;
Wagner, Wolf
-
2017
Persistent link: https://www.econbiz.de/10011752175
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11
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
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12
Meet the "born efficient" financial institutions : evidence from the boom years of US REITs
Isik, Ihsan
;
Topuz, John C.
- In:
The quarterly review of economics and finance : journal …
66
(
2017
),
pp. 70-99
Persistent link: https://www.econbiz.de/10011792743
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13
The perception of dependence and investment decisions
Ungeheuer, Michael
;
Weber, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482230
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14
International correlation of business cycles in a behavioral macroeconomic model
De Grauwe, Paul
;
Ji, Yuemei
-
2016
Persistent link: https://www.econbiz.de/10011502459
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15
Realized correlation analysis of contagion
Vortelinos, Dimitrios I.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011627396
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16
The perception of defendence, investment decisions, and stock prices
Ungeheuer, Michael
;
Weber, Martin
-
2016
Persistent link: https://www.econbiz.de/10011571214
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17
Capital shares and income inequality : evidence from the long run
Bengtsson, Erik
;
Waldenström, Daniel
-
2015
Persistent link: https://www.econbiz.de/10011435679
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18
Does polarization of opinions lead to polarization of platforms? : the case of correlation neglect
Levy, Gilat
;
Razin, Ronny
-
2015
Persistent link: https://www.econbiz.de/10010495610
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19
Ancestry, language and culture
Spolaore, Enrico
;
Wacziarg, Romain
-
2015
Persistent link: https://www.econbiz.de/10011299649
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20
Why does financial sector growth crowd out real economic growth?
Cecchetti, Stephen G.
;
Kharroubi, Enisse
-
2015
Persistent link: https://www.econbiz.de/10011299651
Saved in:
21
What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Valente, Giorgio
-
2015
Persistent link: https://www.econbiz.de/10011317959
Saved in:
22
Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Maghyereh, Aktham I.
;
Awartani, Basel
;
Hilu, Khalil Al
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 123-138
Persistent link: https://www.econbiz.de/10011574365
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23
Monetary-financial stability under EMU
Lane, Philip R.
-
2015
Persistent link: https://www.econbiz.de/10011347398
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24
Governance and comovement under common ownership
Edmans, Alex
;
Levit, Doron
;
Reilly, Devin
-
2014
Persistent link: https://www.econbiz.de/10010409115
Saved in:
25
Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
Saved in:
26
Risk and return in the Tehran stock exchange
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 238-256
Persistent link: https://www.econbiz.de/10010239560
Saved in:
27
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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28
On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Menezes, Rui
;
Dionísio, Andreia
;
Hassani, Hossein
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 369-384
Persistent link: https://www.econbiz.de/10009700549
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29
Modeling default correlation in a US retail loan portfolio
Bams, Dennis
;
Willems-Pisarek, Magdalena
;
Wolff, …
-
2012
Persistent link: https://www.econbiz.de/10009679894
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30
The effect of credit standards on urban and school segregation
Ouazad, Amine
;
Rancière, Romain
-
2011
Persistent link: https://www.econbiz.de/10008990021
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31
Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux
;
Li, H. C.
;
McCarthy, Joseph
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
4
,
pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
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32
The properties of realized correlation : evidence from the French, Germand and Greek equity markets
Vortelinos, Dimitrios I.
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
3
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009247716
Saved in:
33
Common and spatial drivers in regional business cycles
Artis, Michael J.
;
Dreger, Christian
;
Cholodilin, …
-
2009
Persistent link: https://www.econbiz.de/10003830434
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34
The UK intranational trade cycle
Artis, Micheal J
;
Okubo, Toshihiro
-
2009
Persistent link: https://www.econbiz.de/10003814438
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35
Multivariative Sarmanov count data models
Miravete, Eugenio J.
-
2009
Persistent link: https://www.econbiz.de/10003886124
Saved in:
36
Nowcasting, business cycle dating and the interpretation of new information when real-time data are available
Lee, Kevin C.
;
Olekalns, Nilss
;
Shields, Kalvinder K.
-
2009
Persistent link: https://www.econbiz.de/10003887474
Saved in:
37
Gold and platinum : toward solving the price puzzle
Kearney, Adrienne A.
;
Lombra, Raymond E.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 884-892
Persistent link: https://www.econbiz.de/10003873648
Saved in:
38
Do energy prices respond to US macroeconomic news? : a test of the hypothesis of predetermined energy prices
Kilian, Lutz
;
Vega, Clara
-
2008
Persistent link: https://www.econbiz.de/10003773993
Saved in:
39
Democracy and development : the devil in the details
Persson, Torsten
;
Tabellini, Guido Enrico
-
2006
Persistent link: https://www.econbiz.de/10003294295
Saved in:
40
Inequality and informality
Chong, Alberto
;
Grâdšṭayn, Marq
-
2006
Persistent link: https://www.econbiz.de/10003311139
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41
Macroeconomic policy and the distribution of growth rates
Sirimaneetham, Vatcharin
;
Temple, Jonathan
-
2006
Persistent link: https://www.econbiz.de/10003330127
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42
Instability and predictability of factor betas of industrial stocks : the flexible least squares solutions
He, Ling T.
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 619-640
Persistent link: https://www.econbiz.de/10003099286
Saved in:
43
Effects of insider trading under different market structures
Jain, Neelam
;
Mirman, Leonard J.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10001648617
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44
Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael
-
2002
Persistent link: https://www.econbiz.de/10013423785
Saved in:
45
Some contagion, some interdependence : more pitfalls in tests of financial contagion
Corsetti, Giancarlo
-
2002
Persistent link: https://www.econbiz.de/10013423900
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46
Inflation and inequality
Albanesi, Stefania
-
2002
Persistent link: https://www.econbiz.de/10013424091
Saved in:
47
Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W.
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 427-438
Persistent link: https://www.econbiz.de/10001603000
Saved in:
48
Extreme correlation of international equity markets
Longin, Frano̧is
-
2000
Persistent link: https://www.econbiz.de/10013423147
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49
Explaining movements in UK stock prices
Cuthbertson, Keith
;
Hayes, Simon
;
Nitzsche, Dirk
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001433850
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50
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
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