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Paraskevopoulos, Timotheos; Posch, Peter N

Time-frequency linkages and co-movements between the euro and European stock market: A continuous wavelet analysis. Journal Article


Abstract | Links | BibTeX | Tags: Co-movement, wavelet, wavelet-coherence


Lübbers, Johannes; Posch, Peter N

Commodities' common factor: An empirical assessment of the markets' drivers Journal Article

Journal of Commodity Markets, 4 (1), pp. 28 - 40, 2016, ISSN: 2405-8513.

Links | BibTeX | Tags: Co-movement, Commodity-specific common factor, Generalized dynamic factor models