//--> //--> //--> //-->
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:"Finance research letters"
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:"Rank correlation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
90
Korrelation
90
Aktienmarkt
31
Stock market
31
Börsenkurs
30
Share price
30
Volatility
30
Volatilität
30
ARCH model
25
ARCH-Modell
25
Capital income
24
Estimation
24
Kapitaleinkommen
24
Schätzung
24
Portfolio selection
22
Portfolio-Management
22
Theorie
21
Theory
21
Coronavirus
12
Risiko
12
Risk
12
Welt
12
World
12
State space model
11
Virtual currency
11
Virtuelle Währung
11
Zustandsraummodell
11
Estimation theory
9
Schätztheorie
9
USA
9
United States
9
Bond market
8
COVID-19
8
Oil price
8
Rentenmarkt
8
Ölpreis
8
Anleihe
7
Bitcoin
7
Bond
7
Spillover effect
7
more ...
less ...
Online availability
All
Undetermined
79
Type of publication
All
Article
91
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Language
All
English
91
Author
All
Bouri, Elie
3
Li, Ping
3
Božović, Miloš
2
Goodell, John W.
2
Kim, Tae-hwan
2
Kim, Yunmi
2
Roubaud, David
2
Wang, Jying-Nan
2
Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Abdullah, Mohammad
1
Ahn, Yongkil
1
Akhtaruzzaman, Md.
1
Alshammari, Saad
1
Apergēs, Nikolaos
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Aysan, Ahmet Faruk
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bariviera, Aurelio Fernández
1
Bartram, Söhnke M.
1
Batten, Jonathan A.
1
Bazán-Palomino, Walter
1
Berentsen, Geir Drage
1
Beyene, Nardos
1
Boako, Gideon
1
Bodnar, Taras
1
Bongiorno, Christian
1
Broadstock, David C.
1
Cao, Jiling
1
Cepni, Oguzhan
1
Challet, Damien
1
Chen, Baizhu
1
Chen, Miao-Ling
1
Chen, Xiaodan
1
Cheng, Louis T. W.
1
Chishti, Muhammad Zubair
1
Cho, Yongbok
1
Christiansen, Charlotte
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
108
Economics letters
96
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of banking & finance
66
Applied economics
63
NBER working paper series
60
NBER Working Paper
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
International review of financial analysis
47
Research in international business and finance
46
Discussion paper / Tinbergen Institute
45
Working paper
45
Energy economics
43
International review of economics & finance : IREF
43
Econometric reviews
39
Computational economics
34
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
European journal of operational research : EJOR
27
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
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
The journal of futures markets
23
CREATES research paper
22
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of financial econometrics
22
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
50
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A u-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Hsu, Yuan-Teng
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445400
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
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
4
Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong
;
Nan, Shijing
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531565
Saved in:
5
The role of central bank communication in the long-term stock-bond correlations : evidence from China
Wang, Yanning
;
Wang, Xichen
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062531
Saved in:
6
Correlation meets causality : a holistic measure of financial contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
- In:
Finance research letters
65
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014552747
Saved in:
7
The uncertainty of fluctuation correlations in global stock markets
Wang, Faming
;
Rong, Xueyun
;
Yin, Lei
- In:
Finance research letters
66
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015061211
Saved in:
8
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
9
How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional green bond markets?
Guo, Yaoqi
;
Deng, Yiwen
;
Zhang, Hongwei
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014505910
Saved in:
10
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
11
Return connectedness and volatility dynamics of the cryptocurrency network
Poddar, Abhishek
;
Misra, Arun Kumar
;
Mishra, Ajay Kumar
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014583135
Saved in:
12
Assessing connectedness of transportation cryptocurrencies and transportation stocks : evidence from wavelet quantile correlation
Patel, Ritesh
;
Goodell, John W.
;
Chishti, Muhammad Zubair
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014631411
Saved in:
13
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
14
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
15
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
16
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
17
Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India : evidence from wavelet quantile correlation approach
Jalal, Rubia
;
Gopinathan, R.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473494
Saved in:
18
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
19
ESG performance and stock price fragility
Wang, Hu
;
Shen, Hong
;
Li, Shouwei
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473633
Saved in:
20
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
21
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
22
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
23
Deconstructing the Gerber statistic
Flint, Emlyn
;
Polakow, Daniel
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
Saved in:
24
A network-based strategy of price correlations for optimal cryptocurrency portfolios
Jing, Ruixue
;
Rocha, Luis E. C.
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014636575
Saved in:
25
Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market
Liu, Wei
;
Ma, Qianting
;
Liu, Xiaoxing
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014575316
Saved in:
26
Overconfidence and US stock market returns
Apergēs, Nikolaos
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014578147
Saved in:
27
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
28
Interest in cryptocurrencies predicts conditional correlation dynamics
Chuffart, Thomas
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013339271
Saved in:
29
The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods
Nguyen, Khanh Quoc
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341339
Saved in:
30
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
31
A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun
;
Bouri, Elie
;
Ferreira, Paulo
;
Shahzad, …
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
Saved in:
32
Improving hedging performance by using high-low range
Lai, Yu-Sheng
- In:
Finance research letters
48
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463862
Saved in:
33
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
Saved in:
34
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.
;
Støve, Bård
;
Otneim, Håkon
; …
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Saved in:
35
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19 : a wavelet quantile correlation approach
Kumar, Anoop S
;
Padakandla, Steven Raj
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553696
Saved in:
36
Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
Saved in:
37
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
38
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
39
A global economic policy uncertainty index from principal component analysis
Dai, Peng-Fei
;
Xiong, Xiong
;
Zhou, Wei-Xing
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819228
Saved in:
40
How are Bitcoin forks related to Bitcoin?
Bazán-Palomino, Walter
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819626
Saved in:
41
Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
Nguyen Thi Thu Ha
;
Naeem, Muhammad Abubakr
;
Balli, Faruk
; …
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819828
Saved in:
42
Illiquidity contagion and pricing of commonality risk : evidence from a dynamic conditional correlation model
Beyene, Nardos
;
Huang, Peng
;
Hueng, C. James
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805167
Saved in:
43
Is China a source of financial contagion?
Akhtaruzzaman, Md.
;
Abdel-Qader, Waleed
;
Hammami, Helmi
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012485078
Saved in:
44
Dynamic correlations and spillover effects between CoCo bonds and other financial assets : evidence from European banking
Li, Fangfang
;
Li, Ping
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487925
Saved in:
45
Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
Saved in:
46
Are Chinese crude oil futures good hedging tools?
Li, Jie
;
Huang, Lixin
;
Li, Ping
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490536
Saved in:
47
Co-movement of COVID-19 and Bitcoin : evidence from wavelet coherence analysis
Goodell, John W.
;
Goutte, Stéphane
- In:
Finance research letters
38
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012490619
Saved in:
48
Flight-to-quality between global stock and bond markets in the COVID era
Papadamou, Stephanos
;
Fassas, Athanasios P.
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490959
Saved in:
49
Pairwise correlations of stock returns and ownership structure
Münster, Markus
;
Walther, Martin
- In:
Finance research letters
43
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014633476
Saved in:
50
On cryptocurrencies as an independent asset class : long-horizon and COVID-19 pandemic era decoupling from global sentiments
Sifat, Imtiaz
- In:
Finance research letters
43
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014633481
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->