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What is the Best Approach to Measure the Interdependence between Different Markets? · Study

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PreprintWhat is the Best Approach to Measure the Interdependence between Different Markets?

Sanvi Avouyi‐Dovi2010

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Preprintgreen2010

What is the Best Approach to Measure the Interdependence between Different Markets?

Sanvi Avouyi‐Dovi · Dominique Guégan · Sophie A. Ladoucette

95 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

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References

2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 1993Impulse Control Method and Exchange Rate 2002Entropy densities with an application to autoregressive conditional skewness and kurtosis 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence 2005European Integration and the Demand for Broad Money 1999Partial compatibility with network externalities and double purchase 2011Competition Among Financial Intermediaries and the Risk of Contagious Failures

Cited by

2010Forecasting Inflation Using Economic Indicators: The Case of France 2010The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries 2010The Bank Bias: Segmentation of French Fund Families 2010The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 2010ICT Diffusion and Potential Output Growth

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Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations95

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.1728762

openalex_workW1518978876

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2010

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2006Illiquidity, Financial Development and the Growth-Volatility Relationship

2008Term structure anomalies: Term premium or peso-problem?