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Search: subject:"correlation analysis"
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Financial market
Correlation analysis
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correlation analysis
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Ferreira, Paulo
3
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1
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ECONIS (ZBW)
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1
Islamic vs. conventional equity markets : a multifractal cross-
correlation
analysis
with economic policy uncertainty
Aslam, Faheem
;
Ferreira, Paulo
;
Ali, Haider
;
Arifa
; …
- In:
Economies : open access journal
11
(
2023
)
1
,
pp. 1-18
, and India. Using the multifractal detrended cross-
correlation
analysis
(MF-DCCA), we validate the existence of long …
Persistent link: https://www.econbiz.de/10013500735
Saved in:
2
Market-based versus bank-based financial structure in China : from the perspective of financial risk
Liu, Chao
;
Fan, Yixin
;
Xie, Qiwei
;
Wang, Chao
- In:
Structural change and economic dynamics : SC+ED
62
(
2022
),
pp. 24-39
Persistent link: https://www.econbiz.de/10013533809
Saved in:
3
COVID-19 pandemic and global financial market interlinkages : a dynamic temporal network analysis
Chakrabarti, Prasenjit
;
Jawed, Mohammad Shameem
; …
- In:
Applied economics
53
(
2021
)
25
,
pp. 2930-2945
Persistent link: https://www.econbiz.de/10012517043
Saved in:
4
Dynamic cross-correlation and dynamic contagion of stock markets : a sliding windows approach with the DCCA correlation coefficient
Tilfani, Oussama
;
Ferreira, Paulo
;
El Boukfaoui, My Youssef
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1127-1156
Persistent link: https://www.econbiz.de/10012490509
Saved in:
5
A big data analysis system for financial trading
Huang, Shian-Chang
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 32-44
Persistent link: https://www.econbiz.de/10011849351
Saved in:
6
A canonical analysis on the relationship between banking sector and stock market development in Bangladesh
Biswas, Suman
;
Hossain, Altaf
;
Podder, Arnab Kumar
; …
- In:
International journal of economics and finance
10
(
2018
)
1
,
pp. 167-176
Persistent link: https://www.econbiz.de/10011796141
Saved in:
7
Financial and trade integration of selected EU regions : dynamic correlation and wavelet approach
Kučerová, Zuzana
;
Poměnková, Jitka
- In:
Ekonomický časopis : časopis pre ekonomickú …
63
(
2015
)
7
,
pp. 686-704
Persistent link: https://www.econbiz.de/10011390019
Saved in:
8
Revisiting covered interest parity in the European Union : the DCCA approach
Ferreira, Paulo
;
Dionisio, Andreia
- In:
International economic journal
29
(
2015
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10011548766
Saved in:
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