Search Results - isPartOf:"Quantitative Finance and Economics"

Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic : a quantile regression analysis

Assifuah-Nunoo, Emmanuel; Owusu Junior, Peterson; Adam, … - In: Quantitative finance and economics 6 (2022) 2, pp. 244-269

Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...

Persistent link: https://www.econbiz.de/10013498963

Asymmetrical herding in cryptocurrency : Impact of COVID 19

Bharti; Kumar, Ashish - In: Quantitative finance and economics 6 (2022) 2, pp. 326-341

Persistent link: https://www.econbiz.de/10013498979

Fourier transform based LSTM stock prediction model under oil shocks

Ren, Xiaohang; Xu, Weixia; Duan, Kun - In: Quantitative finance and economics 6 (2022) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10013498994

A survey comparative analysis of cartesian and complexity science frameworks adoption in financial risk management of Zimbabwean banks

Tepetepe, Gilbert; Simenti-Phiri, Easton; Morton, Danny - In: Quantitative finance and economics 6 (2022) 2, pp. 359-384

Persistent link: https://www.econbiz.de/10013499004

Measuring China's urban digital finance

Liao, Gaoke; Li, Zhenghui; Wang, Mengxin; Albitar, Khaldoon - In: Quantitative finance and economics 6 (2022) 3, pp. 385-404

Persistent link: https://www.econbiz.de/10013499470

Impact of macroeconomic indicators on bankruptcy prediction models : case of the Portuguese construction sector

Sousa, Ana; Braga, Ana; Cunha, Jorge - In: Quantitative finance and economics 6 (2022) 3, pp. 405-432

Persistent link: https://www.econbiz.de/10013499490

The impact of business conditions and commodity market on US stock returns : an asset pricing modelling experiment

Huang, Fangzhou; Song, Jiao; Taylor, Nick J. - In: Quantitative finance and economics 6 (2022) 3, pp. 433-458

Persistent link: https://www.econbiz.de/10013499502

The impact of pension fund assets on economic growth in transition countries, emerging economies, and developed countries

Morina, Fisnik; Grima, Simon - In: Quantitative finance and economics 6 (2022) 3, pp. 459-504

Persistent link: https://www.econbiz.de/10013499506

Financial market disruption and investor awareness : the case of implied volatility skew

Siddiqi, Hammad - In: Quantitative finance and economics 6 (2022) 3, pp. 505-517

Persistent link: https://www.econbiz.de/10013499509

Role of the dynamics of political stability in firm performance : evidence from Bangladesh

Abdullah, Mohammad Omar; Chowdhury, Mohammad Ashraful … - In: Quantitative finance and economics 6 (2022) 4, pp. 518-536

Persistent link: https://www.econbiz.de/10013499525