Search Results - subject:"Quantile network"

Frequency domain cross-quantile coherency and connectedness network of exchange rates : evidence from ASEAN+3 countries

Zhu, Huiming; Zeng, Tian; Wang, Xinghui; Xia, Xiling - 2025

Persistent link: https://www.econbiz.de/10015337747

Impact of Russia-Ukraine conflict on Russian financial market : evidence from TVP-VAR and quantile-VAR analysis

Ullah, Mirzat; Kazi Sohag; Khan, Shabeer; Sohail, Hafiz M. - In: Russian journal of economics 9 (2023) 3, pp. 284-305

This study aims to analyze the repercussions of the Russia–Ukraine conflict on the Russian financial market, focusing on the main stock market and sectorial stock indices. High-frequency hourly data from September 12, 2021, to April 29, 2022, covering the period before and after the outbreak...

Persistent link: https://www.econbiz.de/10015394334

Sectoral risk contagion and quantile network connectedness on Chinese stock sectors after the COVID-19 outbreak

Gao, Yang; Zheng, Wanqi; Wang, Yaojun - In: China finance review international 15 (2025) 1, pp. 202-238

Persistent link: https://www.econbiz.de/10015323980

Time-frequency cross-quantile liquidity connectedness of cryptocurrencies, DeFi tokens and NFTs

Deng, Xi; Zhu, Huiming; Li, Shuang; Huang, Zishan; Huang, Xi - In: Applied economics letters 32 (2025) 4, pp. 498-504

Persistent link: https://www.econbiz.de/10015327363

Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns

Zhu, Huiming; Xing, Zhanming; Ren, Ying-hua; Chen, Yiwen; … - In: International review of economics & finance : IREF 88 (2023), pp. 1035-1051

Persistent link: https://www.econbiz.de/10014475089

Partial cross-quantilogram networks : measuring quantile connectedness of financial institutions

Qian, Biyu; Wang, Gang-Jin; Feng, Yusen; Chi, Xie - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013449112