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Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; … - In: Economic modelling 69 (2018), pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
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A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios; Gupta, Rangan; Kyei, Clement - In: Applied economics 48 (2016) 31/33, pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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Financial integration in emerging economies : an application of threshold cointegration
Sajid Ali; Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 213-228
Persistent link: https://www.econbiz.de/10012657687
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Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid; Hammoudeh, Shawkat; Xuan Vinh Vo; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
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On economic uncertainty, stock market predictability and nonlinear spillover effects
Bekiros, Stelios; Gupta, Rangan; Kyeid, Clement - In: The North American journal of economics and finance : a … 36 (2016), pp. 184-191
Persistent link: https://www.econbiz.de/10011672656
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid; Kamal, Md Rajib; Xuan Vinh Vo; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 9, pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
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Dependence dynamics of stock markets during COVID-19
Ur Rehman, Mobeen; Ahmad, Nasir; Shahzad, Syed Jawad Hussain - In: Emerging markets review 51 (2022) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10013418824