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The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Deng, Chao; Su, Xiaojian; Wang, Gangjin; Peng, Cheng - In: Economic modelling 113 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013349183
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Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin - In: Economic modelling 46 (2015), pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
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Regional spillovers across transitioning emerging and frontier equity markets : a multi-time scale wavelet analysis
Dewandaru, Ginanjar; Masih, Rumi; Mansur Masih - In: Economic modelling 65 (2017), pp. 30-40
Persistent link: https://www.econbiz.de/10011813546
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Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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Integration of world leaders and emerging powers into the Malaysian stock market : a DCC-MGARCH approach
Hooi Hooi Lean; Teng, Kee Tuan - In: Economic modelling 32 (2013), pp. 333-342
Persistent link: https://www.econbiz.de/10009761527
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How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei; Alagidede, Paul - In: Economic modelling 60 (2017), pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
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Who poisons the pool? : time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets
Ngene, Geoffrey M.; Lee Kim, Yea; Wang, Jinghua - In: Economic modelling 81 (2019), pp. 136-147
Persistent link: https://www.econbiz.de/10012201529
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Price connectedness between green bond and financial markets
Reboredo, Juan Carlos; Ugolini, Andrea - In: Economic modelling 88 (2020), pp. 25-38
Persistent link: https://www.econbiz.de/10012416836
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The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Fang, Libing; Yu, Honghai; Li, Lei - In: Economic modelling 66 (2017), pp. 139-145
Persistent link: https://www.econbiz.de/10011813695
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Dynamics of monetary policy spillover : the role of exchange rate regimes
Kumar Rohit, Abhishek; Dash, Pradyumna - In: Economic modelling 77 (2019), pp. 276-288
Persistent link: https://www.econbiz.de/10012198485