Exchange rates and sovereign risk: A nonlinear approach based on local Gaussian correlations
(2024)
Working Paper
Heinlein, R., Legrenzi, G., & Mahadeo, S. Exchange rates and sovereign risk: A nonlinear approach based on local Gaussian correlations
All Outputs (7)
Oil and US stock market shocks: Implications for Canadian equities (2021)
Working Paper
Heinlein, R., & Mahadeo, S. Oil and US stock market shocks: Implications for Canadian equities
Energy contagion in the COVID-19 crisis (2020)
Working Paper
Heinlein, R., Legrenzi, G., & Mahadeo, S. Energy contagion in the COVID-19 crisis
Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios (2019)
Working Paper
Mahadeo, S. M. R., Heinlein, R., & Legrenzi, G. D. Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios
Tracing the genesis of contagion in the oil-finance nexus (2019)
Working Paper
Mahadeo, S. M., Heinlein, R., & Legrenzi, G. D. Tracing the genesis of contagion in the oil-finance nexus
Connectedness between G10 Currencies: Searching for the Causal Structure (2019)
Working Paper
Bettendorf, T., & Heinlein, R. Connectedness between G10 Currencies: Searching for the Causal Structure
Symmetry and separability in two-country cointegrated VAR models: representation and testing (2013)
Working Paper
Krolzig, H., & Heinlein, R. Symmetry and separability in two-country cointegrated VAR models: representation and testing