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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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Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models
Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-19
, the Gumbel copulas have higher dependence parameters, implying that extreme co-movements occur in the upper tails …
Persistent link: https://www.econbiz.de/10014382640
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Macroeconomic variables and stock market indices : asymmetric dynamics in the US and Canada
Bhuiyan, Erfan M.; Chowdhury, Murshed - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 62-74
Persistent link: https://www.econbiz.de/10012430868
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Measuring dependence between the USA and the Asian economies : a time-varying copula approach
Rajwani, Shegorika; Kumar, Dilip - In: Global business review 20 (2019) 4, pp. 962-980
Persistent link: https://www.econbiz.de/10012137520
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Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets
Zehri, Chokri - In: Montenegrin journal of economics 18 (2022) 2, pp. 175-189
Persistent link: https://www.econbiz.de/10013254592
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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
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Global stock markets in the Twentieth century
Jorion, Philippe; Goetzmann, William N. - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 953-980
Persistent link: https://www.econbiz.de/10001395677
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Global factors and the transmission between United States and emerging stock markets
Naeem, Muhammad Abubakr; Farid, Saqib; Fiza Qureshi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3488-3510
Persistent link: https://www.econbiz.de/10014429136
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A Copula-based autoregressive conditional dependence model of international stock markets
Goorbergh, Rob Willem Jean van den - 2004
Persistent link: https://www.econbiz.de/10002849847
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Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao; Qian, Huanhuan; Pérez Rodríguez, Jorge V. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012654918