Search Results - subject:"Directional Predictability"

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach

Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789

Persistent link: https://www.econbiz.de/10014469052

Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach

Ngo Thai Hung; Xuan Vinh Vo - In: Economics and Business Letters : EBL 12 (2023) 1, pp. 20-32

Persistent link: https://www.econbiz.de/10014250446

The relationship between geopolitical risks and housing returns in Türkiye: Evidence from the cross-quantilogram

Bekar, Engin - In: International Econometric Review (IER) 14 (2022) 2, pp. 59-71

The aim of the study is to analyze whether geopolitical risks have an effect on housing returns in Türkiye based on the data for the period January 2010 - September 2021. Considering its geography, Türkiye is one of the countries most likely to be exposed to geopolitical risks in the world....

Persistent link: https://www.econbiz.de/10014518996

Directional predictability in foreign exchange rates of emerging markets : new evidence using a cross-quantilogram approach

Rehman, Mohd Ziaur; Tiwari, Aviral Kumar; Samontaray, … - In: Borsa Istanbul Review 22 (2022) 1, pp. 145-155

This study investigates the directional predictability of exchange rates in emerging markets. Using a cross …

Persistent link: https://www.econbiz.de/10012818188

Dynamic dependence between clean investments and economic policy uncertainty

Urom, Christian; Mzoughi, Hela; Ndubuisi, Gideon Onyewuchi - 2022

Persistent link: https://www.econbiz.de/10013443849

The relationship between geopolitical risks and housing returns in Türkiye : evidence from the cross-quantilogram

Bekar, Engin - In: International econometric review 14 (2022) 2, pp. 59-71

Persistent link: https://www.econbiz.de/10014311263

Do extreme CIT position changes move prices in grain futures markets?

Li, Jiarui; Irwin, Scott H.; Etienne, Xiaoli - In: Journal of agricultural and applied economics : JAEE 54 (2022) 4, pp. 792-814

Most previous studies reject the basic tenet of the Masters Hypothesis that the influx of financial index investments has pressured agricultural futures prices upwards substantially. However, the impact of index investment activities may be more complicated and nuanced than can be detected by...

Persistent link: https://www.econbiz.de/10013503720

Economic sentiment and the cryptocurrency market in the post-COVID-19 era

Osman, Myriam Ben; Urom, Christian; Guesmi, Khaled; … - In: International review of financial analysis 91 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014446935

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets

Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243

Persistent link: https://www.econbiz.de/10014232428

What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 55 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014248585