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Measuring the frequency dynamics of financial connectedness and systemic risk
Jozef Baruník, Tomáš Křehlík
Charles University Czech Academy of Sciences, Institute of Information Theory and Automation Czech Academy of Sciences Institute of Endocrinology
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学术脉络
学科主题
经济 / 管理Market Dynamics and Volatility
Complex Systems and Time Series Analysis · Financial Risk and Volatility Modeling
参考文献 7
Understanding the Evolution of World Business Cycles
被引 77M. Ayhan Köse, Christopher Otrok, Charles H. Whiteman · Journal of International Economics · 2005
Similarities and convergence in G-7 cycles
被引 56Fabio Canova, Matteo Ciccarelli, Eva Ortega · Journal of Monetary Economics · 2007
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes
被引 105Robert F. Engle, José Gonzalo Rangel · RePEc: Research Papers in Economics · 2005
此处列出前 3 条
引用本文 35
Exploring the dynamic relationships between cryptocurrencies and other financial assets
被引 1,337Shaen Corbet, Andrew Meegan, Charles Larkin · Economics Letters · 2018
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
被引 216Nikolaos Antonakakis, Ioannis Chatziantoniou, George Filis · International Review of Financial Analysis · 2017
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum
被引 163Walid Mensi, Khamis Hamed Al‐Yahyaee, Sang Hoon Kang · Finance research letters · 2018
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