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Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach

Chen, Xiuwen; Sun, Xiaolei; Wang, Jun - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2703-2717

Persistent link: https://www.econbiz.de/10012211021

An empirical study of the dynamic correlation of Japanese stock returns

Isogai, Takashi - 2015

Persistent link: https://www.econbiz.de/10012178381

Investors' uncertainty and stock market risk

Escobari, Diego; Jafarinejad, Mohammad - In: The journal of behavioral finance : a publication of … 20 (2019) 3, pp. 304-315

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Dynamic correlation analysis in the ASEAN equity markets during 2009-2018

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Modeling multivariate time series with fractional integration in macroeconomics and finance

Weigand, Roland - 2018

Persistent link: https://www.econbiz.de/10012197752

Analysis of dynamic correlation of Japanese stock returns with network clustering

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Can big data help predict financial market dynamics? : evidence from the Korean stock market

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This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency...

Persistent link: https://www.econbiz.de/10011765063

The effects of quantitative easing on the integration of UK capital markets

Steeley, James M. - In: The European journal of finance 23 (2017) 10/12, pp. 999-1024

Persistent link: https://www.econbiz.de/10011740297

Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China

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Are Chinese crude oil futures good hedging tools?

Li, Jie; Huang, Lixin; Li, Ping - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490536