Search Results - subject:"Contemporaneous"

Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach

Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - In: International review of financial analysis 91 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014446949

Are exchange rates absorbers of global oil shocks? : a generalized structural analysis

Schwartz, Andrew; Liu, Xiaochun; Stewart, Shamar L. - In: Journal of international money and finance 146 (2024), pp. 1-46

Persistent link: https://www.econbiz.de/10015076032

Time-frequency tail risk spillover between ESG climate and high-carbon assets : the role of economic policy uncertainty and financial Stress

Huang, Zishan; Zhu, Huiming; Deng, Xi; Zeng, Tian - In: Finance research letters 67 (2024) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10015062101

Clean energy market connectedness and investment strategies : new evidence from DCC-GARCH R2 decomposed connectedness measures

Cocca, Teodoro D.; Gabauer, David; Pomberger, Stefan - In: Energy economics 136 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015046913

Measuring the advantages of contemporaneous aggregation in forecasting

Li, Zeda; Wei, William W. S. - In: Journal of forecasting 43 (2024) 5, pp. 1308-1320

Persistent link: https://www.econbiz.de/10015108376

Modeling market order arrivals on the German intraday electricity market with the Hawkes process

von Luckner, Nikolaus Graf; Kiesel, Rüdiger - In: Journal of Risk and Financial Management 14 (2021) 4, pp. 1-31

patterns in the parameters of the baseline intensity and the branching ratio of self-excitation are observable. Contemporaneous …

Persistent link: https://www.econbiz.de/10012611718

Characterizing life-cycle dynamics of annual days of work, wages, and cross-covariances

Aktas, Koray - 2021 - This version: February, 2021

Persistent link: https://www.econbiz.de/10012878114

Modeling market order arrivals on the German intraday electricity market with the Hawkes process

Luckner, Nikolaus von <Graf>; Kiesel, Rüdiger - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-31

patterns in the parameters of the baseline intensity and the branching ratio of self-excitation are observable. Contemporaneous …

Persistent link: https://www.econbiz.de/10012520745

The short-term mean reversion of stock price and the change in trading volume

Jung, Woosung; Kang, Mhin - In: Journal of derivatives and quantitative studies : … 29 (2021) 3, pp. 190-214

effect of change in trading volume is excluded from the return of a stock with a significant contemporaneous correlation … structure because of the contemporaneous correlation between return and change in trading volume. This conclusion suggests that …

Persistent link: https://www.econbiz.de/10012658724

On the validity of asymmetric timeliness measures of accounting conservatism

Dietrich, J. Richard; Muller, Karl A. <III>; Riedl, … - In: Review of accounting studies 28 (2023) 4, pp. 2150-2195

Persistent link: https://www.econbiz.de/10015127405