Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Aviral Kumar Tiwari, Muhammad Shahbaz, Rabeh Khalfaoui, Rizwan Ahmed, Shawkat Hammoudeh
| Year of publication: |
2024
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Shahbaz, Muhammad ; Khalfaoui, Rabeh ; Ahmed, Rizwan ; Hammoudeh, Shawkat |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 719-789
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| Subject: | cross-quantilogram | directional predictability | emerging stock markets | exchange rates | oil | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2706 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014469052