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The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan; Li, Steven - In: International review of economics & finance : IREF 56 (2018), pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
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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
- 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
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Linking the gas and oil markets with the stock market : investigating the U.S. relationship
Gatfaoui, Hayette - In: Energy economics 53 (2016), pp. 5-16
Persistent link: https://www.econbiz.de/10011660425
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Dependence and contagion between Vietnamese and major East Asian stock markets
Nguyen Van Chien; Nguyen Thu Thuy - In: International journal of management practice : IJMP 15 (2022) 4, pp. 445-459
Persistent link: https://www.econbiz.de/10013415125
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The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min; Jung, Hojin - In: Applied economics letters 30 (2023) 4, pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
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Analyzing dependence structure of equity, bond and money markets by using time-varying copulas
Nguyen, Cuong; Nguyen, Tristan - In: International journal of economics and finance 6 (2014) 3, pp. 37-54
Persistent link: https://www.econbiz.de/10010339644
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Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin; Liu, Kai-ping; Yang, Yung-lieh; Lai, Yi-hao - In: Applied economics letters 21 (2014) 10/12, pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
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Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine - In: Applied economics 46 (2014) 31/33, pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
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Does the probability of informed trading model fit empirical data?
Quan Gan; Wang Chun Wei; Johnstone, David - In: The financial review : the official publication of the … 52 (2017) 1, pp. 5-35
Persistent link: https://www.econbiz.de/10011656854
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Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Ur Rehman, Mobeen; Katsiampa, Paraskevi; Zeitun, Rami; … - In: Emerging markets review 55 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014481146