Jun 30 2022 Wenwen Zhang   Stock Market Co-movements in RCEP Participating Countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo   Hedge and safe haven status of Bitcoin: copula-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan   Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Anoop S Kumar   Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 27 2017 Riadh El Abed   On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 20 2017 Mirzosaid Sultonov   The impacts of the oil price fall on the exchange rates of ASEAN-5: Evidence from the 2014 oil price shock   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Sandrine Kablan and Khaled Guesmi   Financial Integration and Japanese Stock market Performance   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 18 2015 Walid Chkili   Gold–oil prices co-movements and portfolio diversification implications   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 02 2015 Franck Martin and Mai lan Nguyen   Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 29 2015 Dimitrios P. Louzis   The economic value of flexible dynamic correlation models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 31 2014 Khaled GUESMI and Salma FATTOUM   The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 23 2013 Bruno Milani and Paulo Sergio Ceretta   Do Brazilian REITs depend on Real Estate sector companies or Overall Market?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 20 2012 Aymen Belgacem and Amine Lahiani   More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2011 Julien Chevallier   Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2008 Ching-Chun Wei   Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2008 Ching-Chun Wei   The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China   Abstract  Contact Information  Citation  Full Text  -  Note