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China in the World Economy: Dynamic Correlation Analysis of Business Cycles

China in the World Economy: Dynamic Correlation Analysis of Business Cycles
Digital文書・図像類
Jarko, Fidrmuc, Iikka, Korhonen, Ivana, BátorováInstitute of Economic Research, Hitotsubashi University2011-12
Available onlineOther Libraries in Japan
  • Summary, etc....ountries using dynamic correlation analysis. We show that dynamic correlations of business cycles of OECD c...
  • Subject HeadingGlobalization business cycles synchronization trade FDI dynamic correlation

Matrix Exponential Stochastic Volatility with Cross Leverage

Matrix Exponential Stochastic Volatility with Cross Leverage
Paper文書・図像類
Ishihara, Tsunehiro, Omori, Yasuhiro, Asai, Manabu日本経済国際共同センター2013-09Discussion paper series. CIRJE-FCIRJE-F-904
Other Libraries in Japan
  • Subject HeadingDynamic correlation Leverage effect Matrix expone...

Matrix Exponential Stochastic Volatility with Cross Leverage

Matrix Exponential Stochastic Volatility with Cross Leverage
Paper文書・図像類
Ishihara, Tsunehiro, Omori, Yasuhiro, Asai, Manabu日本経済国際共同センター2011-08Discussion paper series. CIRJE-FCIRJE-F-812
Other Libraries in Japan
  • Subject HeadingAsymmetry Dynamic correlation Cross leverage effect Matrix ...

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