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Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches
Kartal, Mustafa Tevfik; Kevser, Mustafa; Ayhan, Fatih - In: Economic change & restructuring 56 (2023) 3, pp. 1515-1535
Persistent link: https://www.econbiz.de/10014327667
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The relationship between global wealth and happiness : an analytical study of returns and volatility spillovers
Nguyen Khac Quoc Bao; Van Le - In: Borsa Istanbul Review 21 (2021), pp. S80-S89
autoregressive conditional heteroskedasticity framework for global wealth and happiness represented, respectively, by FTSE All-World … happiness significantly mitigate wealth volatility, and daily wealth returns positively affect the changes in happiness … sentiment. These findings reveal a spiral transmission in daily changes in happiness sentiment and global wealth volatility and …
Persistent link: https://www.econbiz.de/10012817718
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Feedback trading : strategies during day and night with global interconnectedness
Kusen, Alex; Rudolf, Markus - In: Research in international business and finance 48 (2019), pp. 438-463
Persistent link: https://www.econbiz.de/10012135964
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A new channel for global volatility propagation
Chen, Shuning; Wang, Jian-xin - In: The European journal of finance 30 (2024) 5, pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
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Detecting turning points in global economic activity
Baumann, Ursel; Gómez Salvador, Ramón; Seitz, Franz - 2019
We present non-linear models to capture the turning points in global economic activity as well as in advanced and emerging economies from 1980 to 2017. We first estimate Markov Switching models within a univariate framework. These models support the relevance of three business cycle regimes...
Persistent link: https://www.econbiz.de/10012059037
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Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model
Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 11 (2015) 2, pp. 153-171
Persistent link: https://www.econbiz.de/10011675506
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International Stock Market Volatility : A Global Tail Risk Sight
Lu, Xinjie - 2023
This paper constructs a global tail risk (GTR) index and examines the role of GTR in predicting the volatility of … international stock markets. Our empirical results emphasize that GTR contains valuable information to predict the stock volatility … improve the forecasting accuracy of international stock market volatility, especially considering the time-varying regime …
Persistent link: https://www.econbiz.de/10014352721
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Uncovering changing relations in financial and monetary economics
Meller, Barbara - 2009
Persistent link: https://www.econbiz.de/10003909765
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What has caused global business cycle decoupling : smaller shocks or reduced sensitivity?
Berger, Tino; Richter, Julia - 2017
According to a growing body of empirical literature, global shocks have become less important for business cycles in industrialized countries and emerging market economies since the mid-1980s. In this paper, we analyze the question of what might have caused a decoupling from the global business...
Persistent link: https://www.econbiz.de/10011584095
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Modeling time-variation over the business cycle (1960-2017) : an international perspective
Martínez-García, Enrique - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-25
Persistent link: https://www.econbiz.de/10011966119