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Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach.
- Published in:
- Annals of Operations Research, 2022, v. 315, n. 1, p. 429, doi. 10.1007/s10479-021-04218-6
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- Article
Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?
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- World Economy, 2020, v. 43, n. 8, p. 2263, doi. 10.1111/twec.12830
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- Article
Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 5, p. 219, doi. 10.3390/jrfm15050219
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- Article
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management.
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- Journal of Risk & Financial Management, 2021, v. 14, n. 11, p. 1, doi. 10.3390/jrfm14110531
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- Article
Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach.
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- International Journal of Financial Studies, 2021, v. 9, n. 3, p. 33, doi. 10.3390/ijfs9030033
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- Article
Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory.
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- International Journal of Finance & Economics, 2022, v. 27, n. 3, p. 3730, doi. 10.1002/ijfe.2347
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- Article
Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis.
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- Economies, 2019, v. 7, n. 1, p. 24, doi. 10.3390/economies7010024
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- Article
Does Risk Return Tradeoff Hold in Base Metal and Bullion Commodity Assets? A Bayesian Change Point Analysis.
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- IMIB Journal of Innovation & Management, 2024, v. 2, n. 1, p. 45, doi. 10.1177/ijim.231199540
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- Article