EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients

by Oussama Tilfani, Paulo Ferreira, Andreia Dionisio, My Youssef El Boukfaoui
Published 2020-05-01

Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients

by Paulo Ferreira, Oussama Tilfani, Éder Pereira, Cleónidas Tavares, Hernane Pereira, My Youssef El Boukfaoui
Published 2021-06-01