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Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics

Gubareva, Mariya; Umar, Zaghum - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 112-126

Persistent link: https://www.econbiz.de/10014248114

Nexus between non-performing loans and economic growth in emerging countries : evidence from Turkey with wavelet coherence approach

Kartal, Mustafa Tevfik; Kirikkaleli, Derviş; Ayhan, Fatih - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1250-1260

Persistent link: https://www.econbiz.de/10014253383

Co-movement of foreign exchange rate returns and stock market returns in an emerging market : evidence from the wavelet coherence approach

He, Xingxing; Gökmenoglu, Korhan K.; Kirikkaleli, Dervis; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1994-2005

Persistent link: https://www.econbiz.de/10014253642

High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange

Bahcivan, Hulusi; Karahan, Cenk C. - In: International review of financial analysis 80 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013366247

Are emerging economies' credit cycles synchronized? : fresh evidence from time-frequency analysis

Saini, Seema; Kumar, Utkarsh; Ahmad, Wasim - In: International journal of emerging markets 19 (2024) 3, pp. 561-581

Persistent link: https://www.econbiz.de/10014487371

On foreign drivers of emerging markets fluctuations

Bajraj, Gent; Lorca, Jorge; Wlasiuk, Juan Marcos - In: Economic modelling 129 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472070

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

An investigation of financial contagion between cryptocurrency and equity markets : evidence from developed and emerging markets

Niyitegeka, Olivier; Zhou, Sheunesu - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

The present study conducts a dynamic conditional cross-correlation and time-frequency correlation analyses between cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold. First, the study investigates the presence of the pure (narrow) form...

Persistent link: https://www.econbiz.de/10014500791

Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach

Kumar, Sudarshan; Agarwalla, Sobhesh Kumar; Varma, … - In: The journal of futures markets 43 (2023) 11, pp. 1615-1644

Persistent link: https://www.econbiz.de/10014432920

Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets

Živkov, Dejan; Kovačević, Jelena; Stankov, Biljana; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 49-65

Persistent link: https://www.econbiz.de/10014288820