Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Xiangning Wang, Qian Huang, Shuguang Zhang
| Year of publication: |
2023
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| Authors: | Wang, Xiangning ; Huang, Qian ; Zhang, Shuguang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-23
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| Subject: | Crude oil price | Exchange rate | Gold price | Quantile | Variational mode decomposition | Börsenkurs | Share price | Wechselkurs | Ölpreis | Oil price | Volatilität | Volatility | Welt | World | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101939 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484008