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~isPartOf:"Finance research letters"
~isPartOf:"The international journal of business and finance research : IJBFR"
~subject:"Share price"
~subject:"Volatility"
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Search: subject:"Causality analysis"
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Share price
Volatility
Causality analysis
128
Kausalanalyse
128
Estimation
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Kointegration
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Economic growth
33
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Chang, Hao Wen
2
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2
Roubaud, David
2
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2
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Assaf, Ata
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1
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1
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1
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Economic research
Finance research letters
The international journal of business and finance research : IJBFR
Energy economics
33
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21
International Journal of Energy Economics and Policy : IJEEP
19
International review of economics & finance : IREF
18
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
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International journal of economics and financial issues : IJEFI
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Research in international business and finance
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Theoretical and applied economics : GAER review
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Applied economics letters
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International journal of finance & economics : IJFE
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9
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7
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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CESifo working papers
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Vision : the journal of business perspective
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Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Afro-Asian Journal of Finance and Accounting : AAJFA
4
Annals of financial economics
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1
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
2
Dynamic linkages among bitcoin, equity, gold and oil : an implied volatility perspective
Choudhary, Sangita
;
Jain, Anshul
;
Biswal, Pratap Chandra
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014531174
Saved in:
3
Retail investor attention and stock market behavior in Russia-Ukraine conflict based on Chinese practices : Evidence from transfer entropy causal network
Jin, Xiu
;
Xue, Qiuyang
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014584102
Saved in:
4
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
5
Does solar activity affect the price of crude oil? : a causality and volatility analysis
Daglis, Theodoros
;
Yfanti, Stavroula
;
Xidonas, Panos
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014472998
Saved in:
6
Evaluating time-varying granger causality between US-China political relation changes and China stock market
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473301
Saved in:
7
How do stock, oil, and economic policy uncertainty influence the green bond market?
Pham, Linh
;
Nguyen Phuc Canh
- In:
Finance research letters
45
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014575514
Saved in:
8
The asymmetric contagion effect between stock market and cryptocurrency market
Wang, Hao
;
Wang, Xiaoqian
;
Yin, Siyuan
;
Ji, Hao
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013339248
Saved in:
9
Time-varying causality between stock prices and macroeconomic fundamentals : connection or disconnection?
Fromentin, Vincent
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013478631
Saved in:
10
Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction
Feng, Yun
;
Li, Xin
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1734-1751
Persistent link: https://www.econbiz.de/10014380967
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