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Montpellier Business School
Drexel University - Lebow College of Business
in Total Papers Downloads
Multivariate GARCH, shocks, volatility, transmission, portfolio weights
Multivariate, shocks, volatility, correlation, dependency, interdependency, precious metals, exchange rates, hedging
Causality, market liquidity, depth, energy, grains
risk, economic risk, political risk, risk ratings, stock market, ARDL
Herding Behavior, Chinese A- and B-Shares, Dispersion Shocks, Markov-Switching
herding, GCC stock markets, dispersion shocks, Markov-Switching
Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching
CDS, Risk Premium, Great Recession, Quantitative Easing
GCC membership, structural VAR, block exogeneity, exchange rate, China, export prices, oil price, pass-through, inflation, economic growth
Asymmetry, Interdependence, Uncertainty, Business cycle, Energy, FX
GCC-wide equity sectors, Multivariate regime-switching, Time-varying correlations, Financial integration, International portfolio diversification
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File name: coep.
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File name: j-7287.
Systemic Risk, Risk Measurement, VaR, ΔCoVaR, Oil, Financial Institutions, Petroleum-based Economies
G7 Countries; Economic Growth; CO2 Emissions; EKC Hypothesis; Nonparametric Econometrics
File name: TWEC.
Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization
File name: ROIE.
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