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Identifying systemic important markets from a global perspective : using the ADCC [delta]CoVaR approach with skewed-t distribution
Fang, Libing; Chen, Baizhu; Yu, Honghai; Qian, Yichuo - In: Finance research letters 24 (2018), pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
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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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Does climate risk matter for gold price volatility?
Zhu, Jiaji; Han, Wei; Zhang, Junchao - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014637236
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Bitcoin and integration patterns in the forex market
Virk, Nader Shahzad - In: Finance research letters 44 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014494907
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Cryptocurrency accepting venues, investor attention, and volatility
Sabah, Nasim - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012483328
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Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu; Xia, Michelle; Zhang, Huanming - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno; Louro, Rui - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
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Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
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Board national diversity and dividend policy : evidence from Egyptian listed companies
Shehata, Nermeen - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576124
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The impact of monetary policy shocks on stock market bubbles : international evidence
Caraiani, Petre; Călin, Adrian Cantemir - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436973