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Search: subject:"Causality in quantiles"
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Volatility
38
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32
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26
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26
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26
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23
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Gupta, Rangan
26
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9
Wohar, Mark E.
9
Bouri, Elie
7
Nel, Jacobus
7
Pierdzioch, Christian
7
Duan, Kun
4
Nielsen, Joshua
4
Ren, Xiaohang
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Arshian Sharif
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Hammoudeh, Shawkat
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Chen, Jinyu
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2
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2
Zhu, Huiming
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13
Finance research letters
9
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8
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7
International review of economics & finance : IREF
4
International review of financial analysis
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
81
RePEc
1
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31
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82
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31
Financial technology stocks, green financial assets, and energy markets : a quantile causality and dependence analysis
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
118
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014247841
Saved in:
32
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-Chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
33
Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks : evidence from quantile-on-quantile and
causality-in-quantiles
...
Liu, Jiatong
;
Mao, Weifang
;
Qiao, Xingzhi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014309934
Saved in:
34
Evolution of the information transmission between Chinese and international oil markets : a quantile-based framework
Duan, Kun
;
Ren, Xiaohang
;
Wen, Fenghua
;
Chen, Jinyu
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014277610
Saved in:
35
Effects of geopolitical risks on gold market return dynamics : evidence from a nonparametric
causality-in-quantiles
approach
Huang, Jianbai
;
Li, Yingli
;
Suleman, Muhammad Tahir
; …
- In:
Defence and peace economics
34
(
2023
)
3
,
pp. 308-322
Persistent link: https://www.econbiz.de/10014292959
Saved in:
36
The relationship between global risk aversion and returns from safe-haven assets
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Teplova, …
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014288957
Saved in:
37
Global geopolitical risk and volatility connectedness among China's sectoral stock markets
Pan, Changchun
;
Zhang, Weiqi
;
Wang, Weiqiang
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014631415
Saved in:
38
Does Bitcoin affect decomposed oil shocks differently? : evidence from a quantile-based framework
Feng, Hao
;
Gao, Da
;
Duan, Kun
;
Urquhart, Andrew
- In:
International review of financial analysis
89
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014467082
Saved in:
39
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
40
Heterogeneity dependence between oil prices and exchange rate : evidence from a parametric test of Granger
causality
in
quantiles
Jiang, Yong
;
Ren, Yi-Shuai
;
Narayan, Seema
;
Ma, Chao-Qun
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013534090
Saved in:
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