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isPartOf:"Discussion paper / Centre for Economic Policy Research"
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~isPartOf:"International review of financial analysis"
~isPartOf:"Oxford bulletin of economics and statistics"
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ECONIS (ZBW)
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1
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
2
Nonlinear market liquidity : an empirical examination
Chuliá, Helena
;
Mosquera-López, Stephania
;
Uribe, Jorge
- In:
International review of financial analysis
87
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014456381
Saved in:
3
How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?
Ammari, Aymen
;
Chebbi, Kaouther
;
Ben Arfa, Nouha
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014460653
Saved in:
4
Asymptotic behavior of temporal aggregation in mixed-frequency datasets
Taufemback, Cleiton Guollo
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 894-909
Persistent link: https://www.econbiz.de/10014362877
Saved in:
5
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
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6
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
7
Exploring Okun's law asymmetry : an endogenous threshold logistic smooth transition regression approach
Christopulos, Dēmētrēs K.
;
McAdam, Peter
;
Tzavalis, Elias
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
1
,
pp. 123-158
Persistent link: https://www.econbiz.de/10014304355
Saved in:
8
Variable screening and model averaging for expectile regressions
Tu, Yundong
;
Wang, Siwei
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 574-598
Persistent link: https://www.econbiz.de/10014304433
Saved in:
9
Corporate social performance and financial risk : further empirical evidence using higher frequency data
Ayton, Julie
;
Krasnikova, Natalia
;
Malki, Issam
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366281
Saved in:
10
Quantile connectedness between energy, metal, and carbon markets
Chen, Jinyu
;
Liang, Zhipeng
;
Ding, Qian
;
Liu, Zhenhua
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013455145
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