Search Results - subject:"causality in quantiles"

Revisiting the interest rate-investment nexus in India : fresh perspective from non-parametric analysis

Bindra, Riya; Pandey, Amrendra; Misra, Pooja; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015396401

Economic policy uncertainty and the co-movement between REITs and exchange rate

Raheem, Ibrahim D.; Fasanya, Ismail Olaleke; Hammed, … - In: Review of Economic Analysis : REA 14 (2022) 1, pp. 121-141

The REITs market has attracted a lot of interest among the academic, policymakers, and market participants. The linkages between REITs and macroeconomic and financial variables have been adequately explored in the literature, with more emphasis on linear models. This study expands the frontier...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012886436

Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach

Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013366537

Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013387607

Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns : novel insights from quantile-on-quantile regression

Bossman, Ahmed; Gherghina, Ştefan Cristian; … - In: Journal of business economics and management 23 (2022) 6, pp. 1351-1376

This study examined the asymmetric effects of major uncertainty and volatility indices (economic policy uncertainty, Chicago Board Options Exchange crude oil volatility, CBOE volatility index, CBOE VIX volatility, and NASDAQ 100 volatility target) on the returns of global energy and its...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013500979

Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - In: Climate change economics : CCE 15 (2024) 4, pp. 1-40

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015196824

The sovereign credit default swap spreads and Chinese sectors stock market : a causality in quantile and dependence analysis

Alqaralleh, Huthaifa - In: Asia Pacific financial markets 31 (2024) 4, pp. 845-866

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015176806

Revisiting the nexus of REITs returns and macroeconomic variables

Wu, Ming-Che; Wang, Chien-Ming - In: Finance research letters 59 (2024), pp. 1-7

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014445407

Revisiting the dynamic stock return-volume relationship in South Africa : a non-parametric causality in quantiles approach

Nyakurukwa, Kingstone - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 136-152

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014511852

Spillover effects, lead and lag relationships, and stable coins time series

Paeng, Seongcheol; Senteney, Dave; Yang, Taewon - In: The quarterly review of economics and finance 95 (2024), pp. 45-60

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014631319