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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets

Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243

Persistent link: https://www.econbiz.de/10014232428

Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives

Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013449362

The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors

Deng, Chao; Su, Xiaojian; Wang, Gangjin; Peng, Cheng - In: Economic modelling 113 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013349183

Stock returns, trading volume, and volatility : the case of African stock markets

Ngene, Geoffrey M.; Mungai, Ann Nduati - In: International review of financial analysis 82 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013426476

Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19

Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10013475299

Oil price changes and stock returns : fresh evidence from oil exporting and oil importing countries

Atif, Mohd; Rabbani, Mustafa Raza; Bawazir, Hana; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-14

The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...

Persistent link: https://www.econbiz.de/10013464376

Portfolio flows and exchange rate volatility : an empirical estimation for BRICS countries

Chaudhari, Dipak R.; Trivedi, Pushpa L.; Kumar, Prabhat - 2023

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Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data

Coronado, Semei; Gupta, Rangan; Nazlıoğlu, Şaban; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2239-2247

Persistent link: https://www.econbiz.de/10014327517

Analysis of the frequency-based relationship between inflation expectations and gold returns in Turkey

Gök, Remzi; Tiwari, Aviral Kumar - In: Istanbul business research 51 (2022) 2, pp. 535-561

This paper explores the relationship between inflation expectations and gold returns of monthly and annual maturities in Turkey from 2006 to 2020 with 177 monthly observations through the application of wavelet cohesion and causality tests. The findings reveal significantly negative cohesion in...

Persistent link: https://www.econbiz.de/10014330265

Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns

Subburayan, Baranidharan - In: The journal of corporate accounting & finance 35 (2024) 1, pp. 59-75

Persistent link: https://www.econbiz.de/10014472167