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A value-at-risk forecastability indicator in the framework of a generalized autoregressive score with "asymmetric laplace distribution"
Dima, Bogdan; Dima, Ştefana Maria; Ioan, Roxana - In: Finance research letters 45 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014575518
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The effect of board gender diversity on corporate social performance : an instrumental variable quantile regression approach
Bruna, Maria Giuseppina; Dang, Rey; Ammari, Aymen; … - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819826
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Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
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The impact of COVID-19 on the degree of dependence and structure of risk-return relationship : a quantile regression approach
Azimli, Asil - In: Finance research letters 36 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012484188
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A note on the behavior of Chinese commodity markets
Fan, John Hua; Todorova, Neda - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485380
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Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? : a quantile regression approach
Kannadhasan, M.; Das, Debojyoti - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438209
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Detecting overreaction in the Bitcoin market : a quantile autoregression approach
Chevapatrakul, Thanaset; Mascia, Danilo V. - In: Finance research letters 30 (2019), pp. 371-377
Persistent link: https://www.econbiz.de/10012420911
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Does gold or Bitcoin hedge economic policy uncertainty?
Wu, Shan; Tong, Mu; Yang, Zhongyi; Derbali, Abdelkader - In: Finance research letters 31 (2019), pp. 171-178
Persistent link: https://www.econbiz.de/10012421279
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Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng; Zhu, Huiming; You, Wan-hai - In: Finance research letters 25 (2018), pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
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Twitter's daily happiness sentiment and the predictability of stock returns
You, Wan-hai; Guo, Yawei; Peng, Cheng - In: Finance research letters 23 (2017), pp. 58-64
Persistent link: https://www.econbiz.de/10011808358