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Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
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Hashem, Shatha …
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2020
Persistent link: https://www.econbiz.de/10012321924
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NetVIX - a network volatility index of financial markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
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2020
Persistent link: https://www.econbiz.de/10012321932
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3
Market risk, connectedness and turbulence : a comparison of 21st century financial crises
Ahelegbey, Daniel Felix
;
Giudici, Paolo
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2020
Persistent link: https://www.econbiz.de/10012321934
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4
Tail risk measurement In crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
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2020
Persistent link: https://www.econbiz.de/10012321939
Saved in:
5
Tail risk transmission : a study of Iran food industry
Mojtahedi, Fatemeh
;
Mojaverian, Seyed Mojtaba
; …
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2020
Persistent link: https://www.econbiz.de/10012372947
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6
A statistical measure of global equity market risk
Ahelegbey, Daniel Felix
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2020
Persistent link: https://www.econbiz.de/10012321944
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7
Statistical modelling of downside risk spillovers
Ahelegbey, Daniel Felix
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2020
Persistent link: https://www.econbiz.de/10012321946
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8
Network based evidence of the financial impact of Covid-19 pandemic
Ahelegbey, Daniel Felix
;
Cerchiello, Paola
; …
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2021
Persistent link: https://www.econbiz.de/10012887212
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9
Modeling turning points in global equity market
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
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2020
Persistent link: https://www.econbiz.de/10012321943
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Interconnected deviations from covered interest parity
Ahelegbey, Daniel Felix
;
Ibhagui, Oyakhilome
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2020
Persistent link: https://www.econbiz.de/10012322005
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