Similar Search Results

Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach

Chen, Jiusheng - In: Journal of risk : JOR 25 (2023) 3, pp. 77-127

Persistent link: https://www.econbiz.de/10014487093

Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets

Gupta, Pankaj Kumar; Mittal, Prabhat - In: Global business & economics review 30 (2024) 1, pp. 56-71

Persistent link: https://www.econbiz.de/10014490993

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Time-varying stock return correlation, news shocks, and business cycles

Metiu, Norbert; Prieto, Esteban - 2023 - November 25, 2022

The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yield curve and significantly exceeds that of some...

Persistent link: https://www.econbiz.de/10014227600

Do lower foreign flows and higher domestic flows reduce indian equity market volatility?

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470

Persistent link: https://www.econbiz.de/10014229671

Nonlinear dynamic relations between equity return and equity fund flow : Korean market empirical evidence

Kim, Sei-Wan; Kim, Youngmin - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 139-170

Persistent link: https://www.econbiz.de/10009315273

How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?

Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan - In: Emerging markets review 21 (2014), pp. 67-81

Persistent link: https://www.econbiz.de/10011304337

Soccer sentiment and investment opportunities in the Korean stock market

Kang, In; Park, Cheolbeom - In: Asia-Pacific journal of accounting & economics : APJAE 22 (2015) 2, pp. 213-226

Persistent link: https://www.econbiz.de/10010529500

Individual and aggregate stock returns in Korean stock market

Hahn, TeWhan - In: Journal of international business and economics : JIBE 13 (2013) 1, pp. 89-94

Persistent link: https://www.econbiz.de/10009788105

Tactical asset allocation and stock issuance in the Korean stock market

Eom, Chanyoung; Kang, Hyoung Goo; Kim, Soo-hyun - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 93-103

Persistent link: https://www.econbiz.de/10010258487