Dynamic correlation between selected cereals traded in commodity exchange market in AP Vojvodina by Živkov Dejan, Stankov Biljana, Roganović Milijana, Momčilović Mirela

Subjects: Get full text

The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors by Buerhan Saiti, Obiyathulla I. Bacha, Mansur Masih

Subjects: “…Dynamic Conditional Correlations…”
Get full text

Cholesky GAS models for large time-varying covariance matrices by Tingguo Zheng, Shiqi Ye

Subjects: Get full text

Dynamics of global stock market correlations: the VIX and attention allocation by Özcan Ceylan

Subjects: “…dynamic conditional correlations…”
Get full text

Price volatility spillover of Indian onion markets: A comparative study by KANCHAN SINHA, SANJEEV PANWAR, WASI ALAM, K N SINGH, BISHAL GURUNG, RANJIT KUMAR PAUL, ANIRBAN MUKHERJEE

Subjects: “…Dynamic conditional correlations…”
Get full text

Globalization Effects on Contagion Risks in Financial Markets by Paskaleva Mariya, Stoykova Ani

Subjects: Get full text

A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets by Mohamed Ali Trabelsi, Salma Hmida

Subjects: Get full text

Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation by Malibongwe Cyprian Nyati, Paul-Francois Muzindutsi, Christian Kakese Tipoy

Subjects: Get full text

Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries? by Manel Youssef, Khaled Mokni

Subjects: Get full text

The Effects of Short Selling on Financial Markets Volatilities by Kwaku Boafo Baidoo

Subjects: Get full text

The Co-movement between Output and Prices: Evidence from Iran by Esmaeil Pishbahar, Mohammad Ghahremanzadeh, Mehri Raei

Subjects: “…dynamic conditional correlation…”
Get full text

Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility by Nader Naifar

Subjects: Get full text

Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets by Mariem Talbi, Adel Boubaker, Saber Sebai

Subjects: “…dynamic conditional correlation…”
Get full text

East Asian Financial Contagion under DCC-Garch by J. H. Cho, Ali M. Parhizgari

Subjects: Get full text

Volatility spillovers, structural breaks and uncertainty in technology sector markets by Linn Arnell, Emma Engström, Gazi Salah Uddin, Md. Bokhtiar Hasan, Sang Hoon Kang

Subjects: Get full text

Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction by Maryam Bazraei, Salleh Ghavidel, Ghodratollah Emamverdi, Mahmoud Mahmoudzadeh

Subjects: Get full text

Dynamic conditional correlation and volatility distributions in Tokyo, London, and New York gold markets by Chia-Ju Lee, Tuan-Nam Lai, Chang-Chou Chiang, Hai-Chin Yu

Subjects: “…dynamic conditional correlation…”
Get full text

Multivariate Analysis of Cryptocurrencies by Vincenzo Candila

Subjects: Get full text

The Effect of Gold Coin Futures on the Spot Market Volatility in Iran by Ahmad Mohammadi, Zeinab Savari

Subjects: Get full text

Improved Large Dynamic Covariance Matrix Estimation With Graphical Lasso and Its Application in Portfolio Selection by Xin Yuan, Weiqin Yu, Zhixiang Yin, Guoqiang Wang

Subjects: Get full text