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~source:"econis"
~subject:"Schätzung"
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Search: subject:"cross-market"
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1
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
2
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
3
A study of Bitcoin-based intraday volatility forecasting for
cross-market
spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
4
Cross-market
information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
5
What drives
cross-market
correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
6
A new unique information share measure with applications on cross-listed Chinese banks
Li, Hong
;
Shi, Yanlin
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821622
Saved in:
7
High-frequency
cross-market
trading : model free measurement and applications
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2017
-
This version: December 30, 2016
Persistent link: https://www.econbiz.de/10012805580
Saved in:
8
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised: February 2016
process. The paper also checks the hypothesis of frictionless
cross-market
hedging, which implies perfectly correlated …
Persistent link: https://www.econbiz.de/10011441709
Saved in:
9
Cross-market
information spillover and the performance of technical trading in the foreign exchange market
Chang, Yung-ho
- In:
Journal of economics and finance
43
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012171037
Saved in:
10
On dynamic linkages of the state natural gas markets in the USA : evidence from an empirical spatio-temporal network quantile analysis
Ren, Xiaohang
;
Lu, Zu-di
;
Cheng, Cheng
;
Shi, Yukun
; …
- In:
Energy economics
80
(
2019
),
pp. 234-252
Persistent link: https://www.econbiz.de/10012172371
Saved in:
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