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Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach

Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil … copulas including Gauss, Clayton, Rotated-Clayton, Plackett, Frank, Gumbel, Rotated-Gumbel, Student, Symmetrized … receive more stock returns. The results further demonstrate that world oil price fluctuations have significantly impacted on …

Persistent link: https://www.econbiz.de/10013179488

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

Dependence in credit default swap and equity markets : dynamic copula with Markov-switching

Fei, Fei; Fuertes, Ana María; Kalotychou, Elena - In: International journal of forecasting 33 (2017) 3, pp. 662-678

Persistent link: https://www.econbiz.de/10011746197

A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach

Wang, Yi-chiuan; Wu, Yyh-lin; Lai, Yi-hao - In: Journal of banking & finance 37 (2013) 5, pp. 1706-1719

Persistent link: https://www.econbiz.de/10009729473

The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach

Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: The European journal of finance 29 (2023) 16, pp. 1933-1956

Persistent link: https://www.econbiz.de/10014388527

Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Chauhan, Yogesh; … - In: International review of financial analysis 63 (2019), pp. 273-284

Persistent link: https://www.econbiz.de/10012207463

How are Africa's emerging stock markets related to advanced markets? : evidence from copulas

Mensah, Jones Odei; Alagidede, Paul - In: Economic modelling 60 (2017), pp. 1-10

Persistent link: https://www.econbiz.de/10011734155

Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures

Lahiani, Amine; Jeribi, Ahmed; Boukef Jlassi, Nabila - In: Research in international business and finance 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013266088

Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails

Boukef Jlassi, Nabila; Jeribi, Ahmed; Lahiani, Amine; … - In: Finance research letters 58 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014582463

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847