//--> //--> //-->
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:"Economic modelling"
~person:"Gatfaoui, Hayette"
~subject:"Credit risk"
~subject:"Finanzmarkt"
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
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Finanzmarkt
Börsenkurs
2
Estimation
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Schätzung
2
Share price
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Ansteckungseffekt
1
CDS
1
Capital income
1
Cointegration
1
Conditional correlation
1
Contagion effect
1
Contagion risk
1
Correlation
1
Credit derivative
1
Fat tail
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Implied volatility
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
Kointegration
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Leverage effect
1
Market risk
1
Multivariate BEKK
1
Nichtparametrisches Verfahren
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gatfaoui, Hayette
Yang, Chunpeng
2
Belvaux, Bertrand
1
Bertrand, Philippe
1
Cao, Yufei
1
Cupák, Andrej
1
Fessler, Pirmin
1
Gan, Liu
1
Gao, Xiang
1
Hervé, Fabrice
1
Hsu, Joanne W.
1
Janabi, Mazin A. M. al
1
Li, Jinfang
1
Niţoi, Mihai
1
Pantelous, Athanasios A.
1
Paradowski, Piotr R.
1
Pochea, Maria Miruna
1
Prigent, Jean-Luc
1
Schüder, Stefan
1
Shen, Yifan
1
Sun, Li
1
Witte, Björn-Christopher
1
Xia, Xin
1
Yan, Yu
1
Yang, Yang
1
Zhang, Cheng
1
Zhang, Rengui
1
Zouaoui, Mohamed
1
more ...
less ...
Published in...
All
Economic modelling
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
2
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->