Publications | LUP Student Papers

1 – 4 of 4

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/student-papers/search/publication?embed=1&q=keywords+exact+%22dynamic+conditional+correlation%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2024
Mark Dynamic correlations and volatility spillovers between Financial Stress, exchange rates and gold prices in BRICS
Yan, Liwen ^LU (2024) NEKN01 20241
Department of Economics
- Master (Two yrs)
2018
Mark Developments in Systemic Risk since the Global Financial Crisis: Assessment of Eurozone and US Systemically Important Banks based on Marginal Expected Shortfall
Schmidt, Richard ^LU (2018) NEKN02 20181
Department of Economics
- Master (One yr)
2014
Mark Asymmetry in the dynamic conditional correlation of gold returns and stock returns
Sinsukthavorn, Kittiporn ^LU and Alfredsson, Haukur ^LU (2014) NEKP02 20141
Department of Economics
- Master (Two yrs)
2011
Mark Risk Management in Corporate Loan Portfolio - Default Correlation
Fagerström, Sixten ^LU and Oddshammar, Gustav ^LU (2011) NEKM07 20111
Department of Economics
- Master (Two yrs)