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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Brexit and the dependence structure among the G7 bank equity markets
Nekhili, Ramzi; Giannopoulos, Kostas - In: Investment management and financial innovations 17 (2020) 2, pp. 231-239
Persistent link: https://www.econbiz.de/10012303143
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Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe; Hasim, Haslifah Mohamad - In: International economics : a journal published by CEPII … 156 (2018), pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
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Implied volatility around the world : geographical markets and asset classes
Velev, Julian P.; Payne, Brian C.; Trešl, Jiří; … - 2016
Persistent link: https://www.econbiz.de/10011580231
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Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.; Lapshina, Kseniya A.; Maiti, Moinak - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
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The Euro and European financial market dependence
Bartram, Söhnke M.; Taylor, Stephen; Wang, Yaw-Huei - In: Journal of banking & finance 31 (2007) 5, pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
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Financial stress relationships among Euro area countries : an R-vine copula approach
Zhang, Dalu; Yan, Meilan; Tsopanakis, Andreas - In: The European journal of finance 24 (2018) 17, pp. 1587-1608
Persistent link: https://www.econbiz.de/10012259087
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Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan; Pappert, Sven; Ziel, Florian; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
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Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306
Persistent link: https://www.econbiz.de/10015180120
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Jumps and time-varying correlations in daily foreign exchange rates
Chang, Kook-hyun; Kim, Myung-jig - In: Journal of international money and finance 20 (2001) 5, pp. 611-637
Persistent link: https://www.econbiz.de/10001612879