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Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan

Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215

Persistent link: https://www.econbiz.de/10012215152

Is a night better than a day : empirical evidence

Deshkovski, A.; Dzeshkovskaia, A. - In: Cogent economics & finance 2 (2014) 1, pp. 2-10

In this study, we analyze the portfolio allocation based on time asymmetry of stock characteristics. In particular, we analyzed the empirical data of changes in financial stock prices during the day period and during the night period and have found that characteristics such as mean and variance...

Persistent link: https://www.econbiz.de/10010474316

Empirical analysis of market reactions to the UK's referendum results : how strong will Brexit be?

Aristeidis, Samitas; Elias, Kampouris - In: Journal of international financial markets, … 53 (2018), pp. 263-286

Persistent link: https://www.econbiz.de/10011983871

The dependence structure between Chinese and other major stock markets using extreme values and copulas

Hussain, Saiful Izzuan; Li, Steven - In: International review of economics & finance : IREF 56 (2018), pp. 421-437

Persistent link: https://www.econbiz.de/10012033721

Exceedance correlation tests for financial returns

Chen, Yi-ting - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 581-616

Persistent link: https://www.econbiz.de/10011623694

Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45

Persistent link: https://www.econbiz.de/10011624367

Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures

Huang, MeiChi; Wu, Chih-Chiang; Liu, Shih-Min; Wu, Chang-Che - In: International review of economics & finance : IREF 42 (2016), pp. 54-71

Persistent link: https://www.econbiz.de/10011625055

Linking the gas and oil markets with the stock market : investigating the U.S. relationship

Gatfaoui, Hayette - In: Energy economics 53 (2016), pp. 5-16

Persistent link: https://www.econbiz.de/10011660425

Quantile dependence of oil price movements and stock returns

Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 54 (2016), pp. 33-49

Persistent link: https://www.econbiz.de/10011662726

Estimating dynamic copula dependence using intraday data

Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529

Persistent link: https://www.econbiz.de/10011339412