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Search: subject:"causality in quantiles"
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Volatility
38
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38
Börsenkurs
32
Share price
32
Estimation
26
Schätzung
26
Welt
26
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26
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24
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24
Causality-in-quantiles
23
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22
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22
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20
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20
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18
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13
Nonparametric causality-in-quantiles test
10
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10
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8
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8
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Causality-in-quantiles test
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7
Quantile-on-quantile
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81
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Gupta, Rangan
26
Balcilar, Mehmet
9
Wohar, Mark E.
9
Bouri, Elie
7
Nel, Jacobus
7
Pierdzioch, Christian
7
Duan, Kun
4
Nielsen, Joshua
4
Ren, Xiaohang
4
Arshian Sharif
3
Bossman, Ahmed
3
Hammoudeh, Shawkat
3
Kyei, Clement Kweku
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
3
Subramaniam, Sowmya
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Abdoh, Hussein
2
Chen, Jinyu
2
Das, Debojyoti
2
Fasanya, Ismail Olaleke
2
Guesmi, Khaled
2
Hau, Liya
2
Ji, Qiang
2
Lee, Chi-Chuan
2
Lee, Chien-Chiang
2
Maghyereh, Aktham I.
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Majumdar, Anandamayee
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2
Plakandaras, Vasilios
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Raza, Syed Ali
2
Shah, Nida
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Sousa, Ricardo M.
2
Teplova, Tamara V.
2
Yan, Cheng
2
Zhang, Hongwei
2
Zhu, Huiming
2
Adam, Anokye M.
1
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1
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Institute of Economics, Academia Sinica
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The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
9
Department of Economics working paper series
8
Energy economics
7
International review of economics & finance : IREF
4
International review of financial analysis
3
Technological forecasting & social change : an international journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International journal of finance & economics : IJFE
2
Journal of risk
2
Annals of financial economics
1
Asia Pacific financial markets
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of trade and global markets
1
Journal of Asian economics
1
Journal of business economics and management
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Macroeconomics and finance in emerging market economies
1
Research in economics
1
Research in economics : an international review of economics
1
Review of Economic Analysis : REA
1
Risks : open access journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance
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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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41
Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Technological forecasting & social change : an …
185
(
2022
),
pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014233826
Saved in:
42
Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices : wavelet and non-parametric quantile causality approach
Aggarwal, Divya
;
Kalia, Deepali
- In:
Research in economics : an international review of economics
76
(
2022
)
2
,
pp. 141-148
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013367764
Saved in:
43
The impact of cryptocurrencies on China's carbon price variation during COVID-19 : a quantile perspective
Chen, Hao
;
Xu, Chao
- In:
Technological forecasting & social change : an …
183
(
2022
),
pp. 1-12
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013473657
Saved in:
44
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013413415
Saved in:
45
How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? : evidence from non-parametric
causality-in-quantiles
techniques
Raza, Syed Ali
;
Shah, Nida
;
Guesmi, Khaled
;
Msolli, …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013457434
Saved in:
46
Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond
Wang, Xiong
;
Li, Jingyao
;
Ren, Xiaohang
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013460842
Saved in:
47
The effect of energy prices on the price dynamics of the equity market in China : evidence from the pre-post crisis period
Arshian Sharif
;
Karim, Mohd Zaini Abd
- In:
International journal of trade and global markets
16
(
2022
)
1/3
,
pp. 96-121
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013483411
Saved in:
48
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013449139
Saved in:
49
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013449362
Saved in:
50
High-frequency movements of the term structure of US interest rates : the role of oil market uncertainty
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
Journal of risk
24
(
2022
)
4
,
pp. 73-92
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014546347
Saved in:
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