Unterer Graben 21
University of St. Gallen - School of Finance
in Total Papers Citations
Change-point tests; correlation breaks; dynamic conditional correlation (DCC); multivariate GARCH models; spurious conditional correlation
Risk spillovers, state-dependent sensitivity value-at-risk (SDSVaR), quantile regression, financial institutions, hedge funds
Financialization, commodities, risk spillovers, style investing, state-dependent sensitivity VaR
immigration, house prices, wages, employment, gentrification, displacement
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