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Search: subject:"Quantile-on-quantile regression"
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Share price
Quantile-on-quantile regression
27
Welt
17
World
17
Regression analysis
15
Regressionsanalyse
15
Volatility
14
Volatilität
14
Estimation
13
Schätzung
13
Impact assessment
10
Risiko
10
Risk
10
Wirkungsanalyse
10
Aktienmarkt
9
Oil price
9
Stock market
9
quantile-on-quantile regression
9
Ölpreis
9
Börsenkurs
8
COVID-19
8
Capital income
8
China
8
Coronavirus
8
Kapitaleinkommen
8
Economic policy uncertainty
6
Hedging
6
Causality analysis
5
Economic growth
5
Forecasting model
5
Kausalanalyse
5
Prognoseverfahren
5
Quantile-on-Quantile Regression
5
Virtual currency
5
Virtuelle Währung
5
Wirtschaftswachstum
5
Aktienindex
4
Anlageverhalten
4
Behavioural finance
4
Bitcoin
4
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8
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English
8
Author
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Chang, Bisharat Hussain
3
Salman, Asma
2
Abdul Razzaq, Muthanna G.
1
Apergēs, Nikolaos
1
Bouoiyour, Jamal
1
Chen, Yiwen
1
Derindag, Omer Faruk
1
Gohar, Raheel
1
Hashmi, Shabir
1
Hau, Liya
1
Joo, Young C.
1
Malik, Shafaq
1
Mustafa, Ghulam
1
Park, Sung Y.
1
Ren, Ying-hua
1
Rong, Li
1
Sahin, Baki Cem
1
Selmi, Refk
1
Uche, Emmanuel
1
Uddin, Mohammed Ahmar
1
Wong, Wing Keung
1
Xing, Zhanming
1
Zhu, Huiming
1
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Annals of financial economics
2
Energy economics
1
Journal of economic integration
1
Research in international business and finance
1
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
Saved in:
2
Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel
;
Salman, Asma
;
Uche, Emmanuel
;
Derindag, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
Saved in:
3
The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Salman, Asma
;
Chang, Bisharat Hussain
;
Abdul Razzaq, …
- In:
Annals of financial economics
18
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014532005
Saved in:
4
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
5
Variance risk premium and expected currency return : the story is different at the tails of the distribution
Sahin, Baki Cem
- In:
Spanish journal of finance & accounting : the official …
50
(
2021
)
4
,
pp. 409-422
Persistent link: https://www.econbiz.de/10012649519
Saved in:
6
The impact of oil price volatility on stock markets : evidences from oil-importing countries
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
101
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013161508
Saved in:
7
Asymmetric effect of COVID-19 pandemic on E7 stock indices : evidence from
quantile-on-quantile
regression
approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
;
Rong, Li
- In:
Research in international business and finance
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013286577
Saved in:
8
Heterogeneous responses to China and oil shocks : the G7 stock markets
Bouoiyour, Jamal
;
Selmi, Refk
- In:
Journal of economic integration
33
(
2018
)
3
,
pp. 488-513
Persistent link: https://www.econbiz.de/10011904068
Saved in:
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