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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
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Bias and misrepresentation revisited : perspective on major equity indices
Kaiser, Lars; Fleisch, Michael; Salcher, Lukas - In: Finance research letters 26 (2018), pp. 223-229
Persistent link: https://www.econbiz.de/10012005681
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Financial indicators analysis using machine learning : evidence from Chinese stock market
Zhao, Chencheng; Yuan, Xianghui; Long, Jun; Jin, Liwei; … - In: Finance research letters 58 (2023) 4, pp. 1-11
Persistent link: https://www.econbiz.de/10014632674
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Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
Boukef Jlassi, Nabila; Jeribi, Ahmed; Lahiani, Amine; … - In: Finance research letters 58 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014582463
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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The domino effect : analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
Yadav, Miklesh Prasad; Rao, Amar; Abedin, Mohammad Zoynul; … - In: Finance research letters 55 (2023) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10014473437
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Heterogeneous impacts of wars on global equity markets : evidence from the invasion of Ukraine
Boubaker, Sabri; Goodell, John W.; Pandey, Dharen Kumar; … - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463235
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Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? : evidence from Chinese stock market
Lu, Xinjie; Lang, Qiaoqi - In: Finance research letters 55 (2023) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10014473350
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Time series forecasting of stock market indices based on DLWR-LSTM model
Yao, Dingjun; Yan, Kai - In: Finance research letters 68 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015063331
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Modeling the leverage effect with copulas and realized volatility
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Finance research letters 5 (2008) 4, pp. 221-227
Persistent link: https://www.econbiz.de/10003786354