Thomas F. P. Wiesen
Economics and Econometrics · 2018–2021
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 17 citations into it
- Finance — 12 citations into it
Whom Thomas F. P. Wiesen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Thomas F. P. Wiesen's perspective
Ordered by how strongly the researchers Thomas F. P. Wiesen trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Better to give than to receive: Predictive directional measurement of volatility spillovers
- Is the 2007 US sub-prime financial crisis so different?: An international historical comparison
- MACROECONOMICS AND REALITY
- Stock Market Uncertainty and the Stock-Bond Return Relation
- Oil price shocks and stock markets in the U.S. and 13 European countries
- Exchange return co-movements and volatility spillovers before and after the introduction of euro
- On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
- Why Do Absolute Returns Predict Volatility So Well
- Volatility transmission between oil prices and equity sector returns
Their papers
- The joint spillover index (2021) — 191 citations
- Are generalized spillover indices overstating connectedness? (2018) — 56 citations