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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu; Qin, Songkun; Li, Xiafei; Zhu, Sha; Wei, Guiwu - In: Finance research letters 30 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
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Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin; Shen, Jun; Yoon, Seong-min; Dong, Xiyong - In: Finance research letters 61 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
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Detecting structural changes using wavelets
Yazgan, Mustafa Ege; Özkan, Harun - In: Finance research letters 12 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011551751
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Structural breaks in online investor sentiment : a note on the nonstationarity of financial chatter
Ballinari, Daniele; Behrendt, Simon - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012439013
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Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Kang, Sang Hoon - In: Finance research letters 29 (2019), pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
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Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi; Zheng, Chaowen - In: Finance research letters 25 (2018), pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
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Join the club! : dynamics of global ESG indices convergence
Kerkemeier, Marco; Kruse-Becher, Robinson - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478852
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Long memory and the relation between options and stock prices
Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
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Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che; Wang, Chien-Ming - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445407