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Can big data help predict financial market dynamics? : evidence from the Korean stock market

Pyo, Dong-Jin - In: East Asian economic review 21 (2017) 2, pp. 147-165

Persistent link: https://www.econbiz.de/10011701207

Analysis of dynamic correlation of Japanese stock returns with network clustering

Isogai, Takashi - In: Asia-Pacific financial markets 24 (2017) 3, pp. 193-220

Persistent link: https://www.econbiz.de/10011797666

Can big data help predict financial market dynamics? : evidence from the Korean stock market

Pyo, Dong-Jin - In: East Asian economic review 21 (2017) 2, pp. 147-165

This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency...

Persistent link: https://www.econbiz.de/10011765063

Long memory analysis : an empirical investigation

Nazarian, Rafik; Naderi, Esmaeil; Gandali Alikhani, Nadiya - In: International journal of economics and financial issues … 4 (2014) 1, pp. 16-26

Persistent link: https://www.econbiz.de/10010519739

The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach

Wang, Kehluh; Chen, Yi-Hsuan; Huang, Szu-wei - In: International review of economics & finance : IREF 20 (2011) 4, pp. 654-664

Persistent link: https://www.econbiz.de/10009303893

The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas

Hussain, Saiful Izzuan; Li, Steven - In: Financial markets and portfolio management 32 (2018) 2, pp. 207-233

Persistent link: https://www.econbiz.de/10011951950

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

Dynamic dependence structure between Chinese stock market returns and RMB exchange rates

Li, Rong; Hu, Zongyi; Li, Sufang; Yu, Keming - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 15, pp. 3553-3574

Persistent link: https://www.econbiz.de/10012211176

Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic : a time-varying copula approach

Sghaier, Nadia; Kouki, Mondher; Ben Messaoud, Samia - In: Cogent economics & finance 11 (2023) 1, pp. 1-28

approach. The obtained results show strong evidence of a contagion effect between China and all countries except United States …

Persistent link: https://www.econbiz.de/10014500850

Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 33 (2014), pp. 354-366

Persistent link: https://www.econbiz.de/10011299818