Search Results - subject:"Quantile-on-quantile regression"

Revisiting inflation inertia : a comprehensive analysis of dynamics and connectedness in the Turkish case

Sakarya, Burçhan; Polat, Onur; Ertuğrul, Hasan Murat - In: Central Bank review / Central Bank of the Republic of Turkey 25 (2025) 2, pp. 1-11

This paper examines the phenomenon of inflation inertia in Türkiye focusing on its persistence and the role of interconnected price-setting behaviors. Utilizing monthly data from 2004 to 2024, the study applies a novel augmented Phillips Curve framework, integrating a Time-Varying Parameter...

Persistent link: https://www.econbiz.de/10015413990

Strategic risk spillovers from rare earth markets to critical industrial sectors

Panazan, Oana; Gheorghe, Cătălin - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-31

combining Quantile-on-Quantile Regression (QQR), Continuous Wavelet Transform (CWT), and Wavelet Transform Coherence (WTC), we …

Persistent link: https://www.econbiz.de/10015457869

Investor trends during periods of geopolitical risk in Türkiye : which assets serve as safe havens?

Yıldırım, Durmuş; Eren, Mirac; Dogan, Mesut - In: Borsa Istanbul Review 25 (2025) 4, pp. 801-815

January 2023 and employs wavelet coherence analysis and quantile-on-quantile regression methods. The findings reveal that …

Persistent link: https://www.econbiz.de/10015472083

ETF resilience to uncertainty shocks : a cross-asset nonlinear analysis of AI and ESG strategies

Gheorghe, Cătălin; Panazan, Oana; Alnafisah, Hind; … - In: Risks : open access journal 13 (2025) 9, pp. 1-24

2016-2025 period is analyzed using Quantile-on-Quantile Regression (QQR) and Wavelet Coherence (WCO), enabling a granular …

Persistent link: https://www.econbiz.de/10015467307

Are all countries created the same? An asymmetric nexus between the COVID pandemic and G20 stock markets

Junior, Peterson Owusu; Kare, Siva Kiran Guptha - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-15

on COVID, we employ quantile regression (QR) and quantile-on-quantile regression (QQR) to explore the asymmetric nexus …

Persistent link: https://www.econbiz.de/10015425985

Are all countries created the same? : an asymmetric nexus between the COVID pandemic and G20 stock markets

Owusu Junior, Peterson; Kare, Siva Kiran Guptha - In: Cogent economics & finance 12 (2024) 1, pp. 1-15

on COVID, we employ quantile regression (QR) and quantile-on-quantile regression (QQR) to explore the asymmetric nexus …

Persistent link: https://www.econbiz.de/10015192681

Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052950

Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention : a multi-scale quantile regression analysis

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Applied economics 56 (2024) 31, pp. 3698-3721

Persistent link: https://www.econbiz.de/10014528629

Modelling the impact of uncertainty on sectoral GHG emissions in Saudi Arabia using the causality-in-quantiles and quantile-on-quantile approaches

Raggad, Bechir; Ben Salha, Ousama; Zrelly, Houyem; … - In: Energy strategy reviews 51 (2024), pp. 1-14

(QAR), causality-in-quantiles (CiQ) test, and the Quantile-on-Quantile regression (QQR) as the reference model, while the …

Persistent link: https://www.econbiz.de/10014577854

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

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