Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10011722598
Persistent link: https://www.econbiz.de/10011813072
Persistent link: https://www.econbiz.de/10013429265
Persistent link: https://www.econbiz.de/10014413977
Persistent link: https://www.econbiz.de/10014419255
Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance. This study examines the dynamic, nonlinear correlations between Chinese stock...
Persistent link: https://www.econbiz.de/10014518031
Persistent link: https://www.econbiz.de/10014531737
Persistent link: https://www.econbiz.de/10012614584
This paper employs the quantile autoregressive (QAR) model to examine the forecasting relationship between stock volatility and crude oil volatility. We firstly employ the sup-Wald test to evaluate Granger causality across various quantile levels, which provides valuable information in...
Persistent link: https://www.econbiz.de/10014352683