Similar Search Results

Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45

Persistent link: https://www.econbiz.de/10011624367

A time-varying copula approach for modelling dependency : new evidence from commodity and stock markets

Charfeddine, Lanouar; Benlagha, Noureddine - In: Journal of multinational financial management 37/38 (2016), pp. 168-189

Persistent link: https://www.econbiz.de/10011720305

The dependence structure in volatility between Shanghai and Shenzhen stock market in China : a copula-MEM approach

Guo, Mingyuan; Wang, Xu - In: China finance review international 6 (2016) 3, pp. 264-283

Persistent link: https://www.econbiz.de/10011722771

Time-varying industry beta in Indian stock market and forecasting errors

Das, Sudipta; Barai, Parama - In: International journal of emerging markets 10 (2015) 3, pp. 521-534

Persistent link: https://www.econbiz.de/10011489295

On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach

Aloui, Chaker; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 22/24, pp. 2611-2622

Persistent link: https://www.econbiz.de/10010417178

Spillovers between output and stock prices : a wavelet approach

McMillan, David G.; Tiwari, Aviral Kumar - In: Studies in economics and finance 33 (2016) 4, pp. 625-637

Persistent link: https://www.econbiz.de/10011722563

Investors' sentiment and equity markets during COVID-19 period : a quantile regression approach and wavelet analysis

Gherghina, Ștefan Cristian; Mehdian, Seyed M.; Stoica, … - In: Journal of business economics and management 24 (2023) 3, pp. 551-575

The purpose of this study is to investigate the relationship between investor sentiment and leading equity market indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The methodological approaches utilized are quantile regression and wavelet analysis. The results...

Persistent link: https://www.econbiz.de/10014420385

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

- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019 …

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

Commodity and equity markets : some stylized facts from a copula approach

Delatte, Anne-Laure; Lopez, Claude - In: Journal of banking & finance 37 (2013) 12, pp. 5346-5356

Persistent link: https://www.econbiz.de/10010343717

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