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Co-movement of ASEAN stock mar...
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1
The
comovement
and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui
;
Liu, Xi-Hua
;
Kong, Xianli
- In:
Economic modelling
83
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Saved in:
2
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
3
High frequency
correlation
dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
4
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling
copula
approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
5
Analyzing the contribution of ASEAN stock markets to systemic risk
Roengchai Tansuchat
;
Woraphon Yamaka
;
Kritsana Khemawanit
; …
- In:
Robustness in econometrics
,
(pp. 649-666)
.
2017
Persistent link: https://www.econbiz.de/10011802003
Saved in:
6
Gold, oil, and stocks : dynamic correlations
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 186-201
Persistent link: https://www.econbiz.de/10011625108
Saved in:
7
Non-parametric
estimation
of
copula
parameters : testing for time-varying
correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
8
Testing the conventional and Islamic financial market contagion : evidence from wavelet analysis
Buerhan Saiti
;
Obiyathulla Ismath Bacha
;
Masih, Mansur
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1832-1849
Persistent link: https://www.econbiz.de/10011594536
Saved in:
9
Brexit and the dependence structure among the G7 bank equity markets
Nekhili, Ramzi
;
Giannopoulos, Kostas
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10012303143
Saved in:
10
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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