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  1. Byrne, Joseph P. [Author]; Sakemoto, Ryuta [Author]

    Commodity correlation risk

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    Glasgow: Department of Economics, University of Strathclyde, [2022]

    Published in: University of Strathclyde: Strathclyde discussion papers in economics ; 2022,11

  2. Distaso, Walter [Author]; Mele, Antonio [Author]; Vilkov, Grigory [Author]

    Cross-section without factors : correlation risk, strings and asset prices - [This version: January 13, 2021]

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    Geneva: Swiss Finance Institute, 2021

    Published in: Swiss Finance Institute: Research paper series ; 2020,119

  3. Liu, Xiaoxing [Author]; Shehzad, Khurram [Author]

    Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model

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    2023

    Published in: Journal of applied economics ; 26(2023), 1, Artikel-ID 2212455, Seite 1-24