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What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting; Bu, Ruijun; Chen, Qiang - In: Journal of financial econometrics 20 (2022) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
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Comovement across BRICS and the US stock markets : a multitime scale wavelet analysis
Batondo, Musumba; Uwilingiye, Josine - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-21
. The current study examines the co-movement of stock markets in BRICS (Brazil, Russia, India, China and South Africa … these data to determine the multihorizon nature of comovement (pure contagion or interdependence) and the dynamics of market … short- and long-term integration strengthened and deepened comovement among equity markets. From the portfolio …
Persistent link: https://www.econbiz.de/10013252768
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Jiang, Yu - In: Economic research 32 (2019) 1,2, pp. 1965-1976
Persistent link: https://www.econbiz.de/10012435294
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A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun; Bouri, Elie; Ferreira, Paulo; Shahzad, … - In: Finance research letters 48 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
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The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami; Ur Rehman, Mobeen; Ahmad, Nasir; Xuan Vinh Vo - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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Dynamic stock dependence and monetary variables in the United States (2000-2016) : a copula and neural network approach
Sosa, Miriam; Bucio, Christian; Ortiz Calisto, Edgar - In: Lecturas de economía 96 (2022), pp. 201-234
Persistent link: https://www.econbiz.de/10013387217
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Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.
Chauvet, Marcelle; Jiang, Cheng - In: Global finance journal 55 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248590
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Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
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The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
Fang, Libing; Yu, Honghai; Huang, Yingbo - In: International review of economics & finance : IREF 58 (2018), pp. 127-139
Persistent link: https://www.econbiz.de/10012034198