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Economic modelling
IMF Working Papers
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143
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79
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ECONIS (ZBW)
79
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1
Has the US economy really become less correlated with that of the rest of the world?
Yoon, Gawon
- In:
Economic modelling
22
(
2005
)
1
,
pp. 147-158
Persistent link: https://www.econbiz.de/10002561920
Saved in:
2
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
3
Bootstrapping covariate stationarity tests for inflation rates
Lee, Cheng-Feng
;
Tsong, Ching-Chuan
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1443-1448
Persistent link: https://www.econbiz.de/10003923606
Saved in:
4
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li
;
Chen, Ching-cheng
;
Wan, Jieqiu
- In:
Economic modelling
35
(
2013
),
pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
Saved in:
5
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
6
Bull or bear markets : a wavelet dynamic correlation perspective
Benhmad, François
- In:
Economic modelling
32
(
2013
),
pp. 576-591
Persistent link: https://www.econbiz.de/10009762016
Saved in:
7
Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?
Ahmad, Wasim
;
Sehgal, Sanjay
;
Bhanumurthy, N. R.
- In:
Economic modelling
33
(
2013
),
pp. 209-225
Persistent link: https://www.econbiz.de/10010191987
Saved in:
8
Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-chuan
;
Wu, Chien-wei
;
Chiu, Hsien-hung
; …
- In:
Economic modelling
33
(
2013
),
pp. 101-112
Persistent link: https://www.econbiz.de/10010192034
Saved in:
9
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
Saved in:
10
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
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