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Dating the financial cycle with uncertainty estimates : a wavelet proposition
Ardila, Diego; Sornette, Didier - In: Finance research letters 19 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011657731
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Real and complex wavelets in asset classification : an application to the US stock market
Bruzda, Joanna - In: Finance research letters 21 (2017), pp. 115-125
Persistent link: https://www.econbiz.de/10011807518
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Financial cycle and the effect of monetary policy
Deng, Chuang; Zhao, Xiuyi; Xu, Man - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013457454
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Does financial cycle affect corporate bond ratings? : evidence from macro and micro interaction effects
Liu, Xiao; Wang, Yang; Wang, Yiming - In: Finance research letters 58 (2023) 4, pp. 1-8
Persistent link: https://www.econbiz.de/10014632879
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Financial contagion and the TIR-MIDAS model
Ye, Wuyi; Jiang, Kunliang; Liu, Xiaoquan - In: Finance research letters 39 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
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Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping; Liu, Xiaoxing - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
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Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
Nakatani, Tomoaki; Teräsvirta, Timo - In: Finance research letters 5 (2008) 2, pp. 88-95
Persistent link: https://www.econbiz.de/10003751298
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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
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Identifying events in financial time series : a new approach with bipower variation
Andor, György; Bohák, András - In: Finance research letters 22 (2017), pp. 42-48
Persistent link: https://www.econbiz.de/10011807956