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Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre; Vosgha, Hamed - In: Economic modelling 77 (2019), pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
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Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19
Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576
Persistent link: https://www.econbiz.de/10013475299
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The relative pricing of European dividend futures and their predictive abilities for index returns
Stotz, Olaf - In: The European journal of finance 22 (2016) 13/15, pp. 1484-1506
Persistent link: https://www.econbiz.de/10011715480
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Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
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Asymmetry, fat-tail and autoregressive conditional density in daily stocks return data
Babikir, Ali; Hassan, Mohammed Elamin; Mwambi, Henry - In: Annals of economics and statistics 135 (2019), pp. 57-68
Persistent link: https://www.econbiz.de/10012306029
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Jump tail dependence in the Chinese stock market
Li, Sophia Zhengzi; Wang, Hao; Zhao, Hua - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2379-2396
Persistent link: https://www.econbiz.de/10011672561
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Conditional and unconditional intraday value-at-risk models : an application to high-frequency tick-by-tick exchange-traded fund data
Nunkoo, Houmera Bibi Sabera; Sookia, Noor Ul Hacq; … - In: Journal of risk : JOR 26 (2023) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10014487297
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Market coupling : an empirical study of the Sino-Korean game industry
Park, Jung Woon; Baek, Seungho; Glambosky, Mina; Oh, … - In: Investment management and financial innovations 17 (2020) 1, pp. 291-303
Persistent link: https://www.econbiz.de/10012301276
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The impact of the United Arab Emirates' macroeconomic variables on Emirati stock market indexes
Dempere, Juan M. - In: International journal of business performance management 20 (2019) 4, pp. 330-355
Persistent link: https://www.econbiz.de/10012208941
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The lead-lag relationship between futures and options market : a study on the financial services sector of NSE Nifty
Jain, Vaishali; Jain, Dhiraj - In: International journal of public sector performance … 5 (2019) 3/4, pp. 461-480
Persistent link: https://www.econbiz.de/10012138782