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Half-life estimates of COVID19, investor sentiment, and the stock market

Xiao, Lin; Aumeboonsuke, Vesarach - In: Thailand and the world economy 41 (2023) 3, pp. 134-158

The half-life is used to estimate the adjustment speed of a variable to a new equilibrium point after being affected by the impulse response of a unit of shocks. The paper examines the adjustment speed of COVID19, investor sentiment, and the stock market through half-life estimates over the...

Persistent link: https://www.econbiz.de/10014439454

Oil price shocks and the return and volatility spillover between industrial and precious metals

Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Energy economics 99 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012888438

Spillovers to sectoral equity returns : do liquidity and financial positions matter?

Balli, Faruk; Syed Mabruk Billah; Balli, Hatice Ozer; … - In: Applied economics 53 (2021) 27, pp. 3097-3130

Persistent link: https://www.econbiz.de/10012517079

Givers never lack : Nigerian oil & gas asymmetric network analyses

Okorie, David Iheke; Lin, Boqiang - In: Energy economics 108 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013203266

Direct real estate, securitized real estate, and equity market dynamic connectedness

Nguyen Thi Thu Ha; Balli, Faruk; Balli, Hatice Ozer; … - In: Applied economics 54 (2022) 23, pp. 2658-2677

Persistent link: https://www.econbiz.de/10013171112

Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...

Obrimah, Oghenovo Adewale; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10013262988

An empirical analysis of terrorism and stock market spillovers : the case of Spain

Laborda, Ricardo; Olmo, Jose - In: Defence and peace economics 32 (2021) 1, pp. 68-86

Persistent link: https://www.econbiz.de/10012392086

Dynamic connectedness between bitcoin, gold, and crude oil volatilities and returns

Ozturk, Serda Selin - In: Journal of risk and financial management : JRFM 13 (2020) 11/275, pp. 1-14

This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 … it is mined like crude oil, namely, a commodity. These similarities can be investigated by analyzing the connectedness … among these financial assets. The connectedness results derived from both total connectedness and frequency connectedness …

Persistent link: https://www.econbiz.de/10012388777

Domestic intermarket linkages : measuring dynamic return and volatility connectedness among Indian financial markets

Sobti, Neharika - In: Decision 45 (2018) 4, pp. 325-344

Persistent link: https://www.econbiz.de/10011982332

Return and volatility spillover effects inleading cryptocurrencies

Palmalai, Srinivasan; Maity, Bipasha - In: Global economy journal : GEJ 19 (2019) 3, pp. 1950017-1-20

Persistent link: https://www.econbiz.de/10012201349