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Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Baba, Boubekeur; Sevil, Güven - In: Financial innovation : FIN 7 (2021), pp. 1-25
time-varying parameter vector autoregression with stochastic volatility. The empirical analysis reveals several new …
Persistent link: https://www.econbiz.de/10012594935
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Oil price shocks and stock market performance in the BRICs : some evidence using FAVAR models
Naser, Hanan; Rashid, Abdul - In: Economic issues 23 (2018), pp. 85-108
Persistent link: https://www.econbiz.de/10011917764
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Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
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Stock market price indices modelling by a small scale Bayesian VAR : the case of British FTSE and German DAX index
Bikár, Miloš; Hodula, Martin - In: Ekonomický časopis : časopis pre ekonomickú … 64 (2016) 8, pp. 737-750
Persistent link: https://www.econbiz.de/10011582851
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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022
Persistent link: https://www.econbiz.de/10013198542
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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe
Ozcelebi, Oguzhan - In: Global business & economics review 16 (2014) 2, pp. 179-201
Persistent link: https://www.econbiz.de/10010495835
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Reflecting on the VPIN dispute
Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
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US stock market uncertainty and cross-market European stock returns
Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14
Persistent link: https://www.econbiz.de/10011297727