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
Term structure, commodities, financialization, spline interpolation
Financialization, commodities, risk spillovers, style investing, state-dependent sensitivity VaR
Household location choice, income gradient, consumption amenities, household characteristics
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: REEC.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo1 in 0.252 seconds