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Regional integration and inequality comovement : evidence from Europe
Shen, Yifan; Yuan, Ye - In: Applied economics letters 27 (2020) 7, pp. 539-543
Persistent link: https://www.econbiz.de/10012205724
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Implied correlation indices and volatility forecasting
Fink, Holger Maria; Geppert, Sabrina - In: Applied economics letters 24 (2017) 7/9, pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
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Is average correlation related to expected returns : evidence from global markets
Peterburgsky, Stanley; Baek, Seungho - In: Applied economics letters 28 (2021) 9, pp. 731-736
Persistent link: https://www.econbiz.de/10012501604
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Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian - In: Applied economics letters 30 (2023) 3, pp. 264-268
Persistent link: https://www.econbiz.de/10013553137