The asymmetric effects of cross-border equity flow volatility on equity market returns in SANEK countries.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025002
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- Publication type:
- Article
Works matching IS 25730134 AND DT 2025 AND VI 9 AND IP 1
Results: 8
1
2
Structural changes in China's flow of funds (1992–2022): A Who-to-Whom model.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025006
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- Publication type:
- Article
3
Some empirical studies for the applications of fractional $ G $-Brownian motion in finance.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025001
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- Publication type:
- Article
4
Interest rate sensitivity of traditional, green, and stable cryptocurrencies: A comparative study across market conditions.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025004
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- Publication type:
- Article
5
Hedge asset for stock markets: Cryptocurrency, Cryptocurrency Volatility Index (CVI) or Commodity.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025005
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- Publication type:
- Article
6
Geopolitical risk transmission dynamics to commodity, stock, and energy markets.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025003
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- Publication type:
- Article
7
Evaluating the acceptance of CBDCs: experimental research with artificial intelligence (AI) generated synthetic response.
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- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025008
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- Publication type:
- Article
8
Analysis of the trading interval duration for the Bitcoin market using high-frequency transaction data.
- Published in:
- Quantitative Finance & Economics, 2025, v. 9, n. 1, p. 1, doi. 10.3934/QFE.2025007
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- Publication type:
- Article