Suggested Topics within your search.
Showing 1 - 20 results of 51 for search '"DCC-GARCH"', query time: 1.17s Refine Results
  1. 1
    Volatility Spillover and International Contagion of Housing Bubbles
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  2. 2
    How interrelated are MIST equity markets with the developed stock markets of the world?
    by Vinodh Madhavan
    Published 2017-01-01
    Subjects: “...dcc-garch...”
    Get full text
    Article
  3. 3
    Dynamic correlation analysis in the ASEAN equity markets during 2009–2018
    by Vesarach Aumeboonsuke
    Published 2019-06-01
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  4. 4
    IN SEARCH OF HEDGES AND SAFE HAVENS IN GLOBAL FINANCIAL MARKETS
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  5. 5
    Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  6. 6
    Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices
    by Abdullah Alqahtani, Julien Chevallier
    Published 2020-04-01
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  7. 7
    Volatility spillovers between the European and South African foreign exchange markets
    by Olivier Niyitegeka, Devi Datt Tewari
    Published 2020-01-01
    Subjects: “...dcc-garch...”
    Get full text
    Article
  8. 8
    Analysis of Performance Deviation of Wind Power Enterprises in China
    by Tao Zhang, Xin Qi
    Published 2020-06-01
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  9. 9
    Testing for financial contagion: New evidence from the European debt crisis
    Subjects: “...dcc-garch...”
    Get full text
    Article
  10. 10
    Macro-economic determinant and interdependence of the stock markets
    by Asim Rafiq, Shahbib Hassan
    Published 2019-07-01
    Subjects: “...dcc garch...”
    Get full text
    Article
  11. 11
    Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises
    by Zouheir Mighri, Faysal Mansouri
    Published 2013-09-01
    Subjects: “...dcc-garch...”
    Get full text
    Article
  12. 12
    Dynamic Linkages between Japan’s Foreign Exchange and Stock Markets: Response to the Brexit Referendum and the 2016 U.S. Presidential Election
    by Mirzosaid Sultonov, Shahzadah Nayyar Jehan
    Published 2018-06-01
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  13. 13
    Impact of Terrorism on Stock Market: A Case of South Asian Stock Markets
    Subjects: “...DCC GARCH...”
    Get full text
    Article
  14. 14
    Gold and capital market in Indonesia: A preview on strategy of hedging and diversification
    Subjects: “...DCC-GARCH...”
    Get full text
    Article
  15. 15
    BANKA HİSSELERİNİN ZAMANLA DEĞİŞEN TOPLAM RİSKİNİN SİSTEMATİK ve SİSTEMATİK OLMAYAN RİSK BİLEŞENLERİNE AYRILMASI: AR (p)-DCC-GARCH (p,q) MODELLİNE DAYALI BİR ANALİZ
    by Önder BÜBERKÖKÜ
    Published 2017-11-01
    Subjects: “...DCC-GARCH modeli...”
    Get full text
    Article
  16. 16
    Linkage Analysis among China’s Seven Emissions Trading Scheme Pilots
    by Xuedi Li, Jie Ma, Zhu Chen, Haitao Zheng
    Published 2018-09-01
    Subjects: “...VAR-DCC-GARCH...”
    Get full text
    Article
  17. 17
    Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors
    by Granath, Klara, Carlsson, Charlotta
    Published 2019
    Subjects: “...DCC-GARCH...”
    Get full text
    Others
  18. 18
    The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase
    by Hao Chen, Zhixin Liu, Yinpeng Zhang, You Wu
    Published 2020-03-01
    Subjects: “...dcc-garch...”
    Get full text
    Article
  19. 19
    Cross–asset class portfolio between gold and stocks in Indonesia
    Subjects: “...Cross-asset class portfolio, DCC-GARCH, Hedging effectiveness, Risk-adjusted return...”
    Get full text
    Article
  20. 20
    O c?mbio pela ?tica da microestrutura: analisando o c?mbio atrav?s da perspectiva da volatilidade
    by Rom?o, Lemuel de Lemos
    Published 2018
    Subjects: “...DCC-GARCH...”
    Get full text
Search Tools: Get RSS Feed — Email this Search