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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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The influence of cultural distance on the volatility of the international stock market
Zhou, Xiaoguang; Cui, Yadi; Wu, Shihwei; Wang, Weiqing - In: Economic modelling 77 (2019), pp. 289-300
Persistent link: https://www.econbiz.de/10012198489
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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Regional stock market integration in Singapore : a multivariate analysis
Teulon, Frédéric; Guesmi, Khaled; Mankai, Selim - In: Economic modelling 43 (2014), pp. 217-224
Persistent link: https://www.econbiz.de/10010502156
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Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D. - In: Economic modelling 82 (2019), pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
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China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel multivariate wavelet-vine copula approach
Ji, Hao; Wang, Hao; Zhong, Rui; Li, Min - In: Economic modelling 93 (2020), pp. 187-204
Persistent link: https://www.econbiz.de/10012430113
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Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui; Zhang, Yi - In: Economic modelling 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020