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Finance research letters
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1
Extreme tail network analysis of cryptocurrencies and trading strategies
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014495071
Saved in:
2
Analysing dynamic
dependence
between gold and stock returns : evidence using stochastic and full-range tail
dependence
copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Saved in:
3
COVID-19 and currency dependences : empirical evidence from BRICS
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014574912
Saved in:
4
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
5
Exploring the time-varying
dependence
between Bitcoin and the global stock market : evidence from a TVP-VAR approach
Zhao, Junming
;
Zhang, Tianding
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581628
Saved in:
6
Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Wu, Shue-Jen
;
Lee, Wei-Ming
- In:
Finance research letters
13
(
2015
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011552511
Saved in:
7
Economic policy uncertainty and stock market volatility
Liu, Li
;
Zhang, Tao
- In:
Finance research letters
15
(
2015
),
pp. 99-105
Persistent link: https://www.econbiz.de/10011552992
Saved in:
8
Can the intermediary capital risk predict foreign exchange rates?
Yin, Libo
- In:
Finance research letters
37
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484871
Saved in:
9
Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie
;
Gupta, Rangan
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
Saved in:
10
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
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