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Displaying results 1 to 4 of 4.

  1. Sovereign bond and CDS market contagion
    a story from the Eurozone crisis
    Published: [2023]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 714
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 23, 09
    Subjects: sovereign bond market; sovereign CDS market; nonlinear dependence; contagion; local Gaussian correlation
    Scope: 1 Online-Ressource (circa 64 Seiten), Illustrationen
  2. Oil and stock markets before and after financial crises: a local Gaussian correlation approach
    Published: 2016
    Publisher:  Eesti Pank, [Tallinn]

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1221 (2016,11)
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9789949493975
    Series: Working paper series / Eesti Pank ; 2016/11
    Subjects: Ölmarkt; Aktienmarkt; Finanzkrise; Ansteckungseffekt; Gauß-Prozess; Korrelation
    Scope: 44 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  3. Oil shocks and investor attention
    Published: [2022]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 714
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 22, 13
    Subjects: Search Volume Index; investor attention; oil price; stock market; policy uncertainty; timevarying parameter VAR; stochastic volatility; dynamic factor model
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  4. How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
    Published: [2024]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 714
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 24, 01
    Subjects: Bitcoin; Ethereum; cryptocurrency; stock market; tail dependence; local Gaussian partial correlation; pandemic uncertainty; geopolitical risk uncertainty
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen