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Measuring persistence of dependence between crude oil prices and GCC stock markets : a copula approach
Mokni, Khaled; Youssef, Manel - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 14-33
Persistent link: https://www.econbiz.de/10012176231
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Quantile dependence between the stock, bond and foreign exchange markets : evidence from the UK
Raza, Hamid; Wu, Weiou - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 286-296
Persistent link: https://www.econbiz.de/10012035018
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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple
Celeste, Valerio; Corbet, Shaen; Gurdgiev, Constantin - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 310-324
Persistent link: https://www.econbiz.de/10012417711
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Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
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An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid; Tiwari, Aviral Kumar; Al-Yahyaee, Khamis Hamed - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
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Macroeconomic variables and stock market indices : asymmetric dynamics in the US and Canada
Bhuiyan, Erfan M.; Chowdhury, Murshed - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 62-74
Persistent link: https://www.econbiz.de/10012430868
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Equivalent volume and comovement
Staer, Arsenio; Sottile, Pedro - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
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Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 605-613
Persistent link: https://www.econbiz.de/10012655581