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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
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Interest rate changes and stock returns : a European multi-country study with wavelets
Ferrer, Román; Bolós, Vicente J.; Benítez, Rafael - In: International review of economics & finance : IREF 44 (2016), pp. 1-12
Persistent link: https://www.econbiz.de/10011625975
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Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
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Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?
Jammazi, Rania; Ferrer, Román; Jareño, Francisco; … - In: International review of economics & finance : IREF 49 (2017), pp. 453-483
Persistent link: https://www.econbiz.de/10011748513