Search results
- 1.0449082 - ÚTIA 2017 RIV NL eng J - Journal Article
Baruník, Jozef - Kočenda, Evžen - Vácha, Lukáš
Gold, oil, and stocks: Dynamic correlations.
International Review of Economics & Finance. Roč. 42, č. 1 (2016), s. 186-201. ISSN 1059-0560. E-ISSN 1873-8036
R&D Projects: GA ČR GA14-24129S
Institutional support: RVO:67985556
Keywords : Financial markets * Time-frequency dynamics * High-frequency data * Dynamic correlation * Financial crisis * Wavelets
Subject RIV: AH - Economics
Impact factor: 1.261, year: 2016
http://library.utia.cas.cz/separaty/2015/E/barunik-0449082.pdf
Permanent Link: http://hdl.handle.net/11104/0250753 - 2.0438407 - ÚTIA 2016 RIV US eng J - Journal Article
Baruník, Jozef - Kočenda, Evžen - Vácha, Lukáš
Volatility Spillovers Across Petroleum Markets.
Energy Journal. Roč. 36, č. 3 (2015), s. 309-329. ISSN 0195-6574. E-ISSN 1944-9089
R&D Projects: GA ČR GA14-24129S
Keywords : Volatility spillovers * Asymmetry * Petroleum markets
Subject RIV: AH - Economics
Impact factor: 1.662, year: 2015
http://library.utia.cas.cz/separaty/2014/E/barunik-0438407.pdf
Permanent Link: http://hdl.handle.net/11104/0242965