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Does geopolitical risk matter for global asset returns? : evidence from quantile-on-quantile regression
Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Teplova, … - In: Finance research letters 48 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013463686
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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The return and volatility connectedness of NFT segments and media coverage : fresh evidence based on news about the Covid-19 pandemic
Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 49 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013478625
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Covid-19 impact on NFTs and major asset classes interrelations : insights from the wavelet coherence analysis
Umar, Zaghum; Gubareva, Mariya; Teplova, Tamara V.; … - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553764
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News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan; Liang, Chao; Li, Yan; Toan Luu Duc Huynh - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
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Asymmetric effects of geopolitical risk on major currencies : Russia-Ukraine tensions
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014288984
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Forecasting US stock market returns by the aggressive stock-selection opportunity
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Finance research letters 50 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014245366