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Caporale, Guglielmo Maria
87
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Bauwens, Luc
58
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58
Timmermann, Allan
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Kim, Chang-jin
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Zha, Tao
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Lux, Thomas
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Journal of econometrics
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Economics letters
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Research in international business and finance
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International journal of forecasting
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Operations research letters
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Journal of forecasting
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The journal of futures markets
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ECONIS (ZBW)
RePEc
2,010
EconStor
335
BASE
57
USB Cologne (business full texts)
27
USB Cologne (EcoSocSci)
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1
On the relationship between the prices of oil and the precious metals : revisiting with a multivariate regime-switching decision tree
Charlot, Philippe
;
Marimoutou, Vêlayoudom
- In:
Energy economics
44
(
2014
),
pp. 456-467
Persistent link: https://www.econbiz.de/10010457143
Saved in:
2
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
3
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:
4
Dependence structure of volatility and
illiquidity
on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
5
Market frictions and the pricing of sovereign credit default swaps
Rubia, Antonio
;
Sanchis-Marco, Lidia
;
Serrano, Pedro
- In:
Journal of international money and finance
60
(
2016
),
pp. 223-252
Persistent link: https://www.econbiz.de/10011660873
Saved in:
6
Is tail risk priced in credit default swap premia?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
-
2013
Persistent link: https://www.econbiz.de/10009776158
Saved in:
7
The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika
;
Gündüz, Yalın
;
Nasev, Julia
- In:
Journal of banking & finance
61
(
2015
),
pp. 184-205
Persistent link: https://www.econbiz.de/10011545180
Saved in:
8
Day long effect of liquidity on stock return : an empirical investigation in a day of political and economic importance in India
Tripathy, Trilochan
;
Ahluwalia, Eshan
- In:
International journal of economics and finance
7
(
2015
)
10
,
pp. 204-214
Persistent link: https://www.econbiz.de/10011376119
Saved in:
9
Liquidity-adjusted CAPM : an empirical analysis on Indian stock market
Kumar, Gaurav
;
Misra, Arun Kumar
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-15
returns through various channels, viz. commonality in liquidity and
illiquidity
sensitivity to market returns. Covariance …
Persistent link: https://www.econbiz.de/10012023356
Saved in:
10
Foreign ownership and stock market liquidity
Lee, Jieun
;
Chung, Kee H.
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 311-325
Persistent link: https://www.econbiz.de/10012033418
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