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Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach
Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012134319
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Co-movement of Asia-Pacific with European and US stock market returns : a cross-time-frequency analysis
Loh, Lixia - In: Research in international business and finance 29 (2013), pp. 1-13
Persistent link: https://www.econbiz.de/10009760005
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Co-movement between GCC stock markets and the US stock markets : a wavelet coherence analysis
Matar, Ali; Al-Rdaydeh, Mahmoud; Ghazalat, Anas; … - In: Cogent business & management 8 (2021) 1, pp. 1-22
weekly stock index prices of two USA stock markets, namely Dow Jones and S&P 500 and six GCC stock markets, namely the United …
Persistent link: https://www.econbiz.de/10012631347
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Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
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Does tourism sustain economic growth? : wavelet-based evidence from the United States
Sharif, Arshian; Saha, Shrabani; Nanthakumar Loganathan - In: Tourism analysis : an interdisciplinary tourism & … 22 (2017) 4, pp. 467-482
Persistent link: https://www.econbiz.de/10011779905
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Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot Mindaye - In: Studies in economics and finance 40 (2023) 1, pp. 192-212
Persistent link: https://www.econbiz.de/10013503892
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The drivers of credit default swap prices : evidence from selected emerging market countries
Ertugrul, Hasan Murat; Ozturk, Huseyin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 228-249
Persistent link: https://www.econbiz.de/10010353718
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High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni; Mio, RongHui; Štěrba, Filip; … - In: Journal of empirical finance 33 (2015), pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
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Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad; Cathcart, Lara; Jahel, Lina el - In: The European journal of finance 22 (2016) 10/12, pp. 825-853
Persistent link: https://www.econbiz.de/10011715207