Search Results - subject:"codependence"

Dependence structure across equity sectors : evidence from vine copulas

Aslam, Faheem; Hunjra, Ahmed Imran; Bouri, Elie; … - In: Borsa Istanbul Review 23 (2023) 1, pp. 184-202

Understanding sectoral dynamic dependence across equity indexes is crucial for investment decisions and designing economic policy. This study examines the sectoral dependence among 82 Pakistani companies using a vine copula approach and daily data from July 1, 2014, to December 17, 2019. Vine...

Persistent link: https://www.econbiz.de/10014307493

How to predict the performance of NBA draft prospects

Czasonis, Megan; Kritzman, Mark; Kulasekaran, Cel; … - 2023 - This version November 27, 2023

Persistent link: https://www.econbiz.de/10014464533

Dependence structure across equity sectors: Evidence from vine copulas

Aslam, Faheem; Hunjra, Ahmed Imran; Bouri, Elie; … - In: Borsa İstanbul Review 23 (2023) 1, pp. 184-202

Persistent link: https://www.econbiz.de/10015635862

Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cross-quantilogram method

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - 2024

Persistent link: https://www.econbiz.de/10015045591

Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches

Aydemir, Resul; Atan, Huzeyfe Zahit; Güloğlu, Bülent - In: International journal of Islamic and Middle Eastern … 17 (2024) 1, pp. 16-44

Persistent link: https://www.econbiz.de/10014478178

Contrasting cryptocurrencies with other assets : full distributions and the COVID impact

Maasoumi, Esfandiar; Wu, Xi - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

NASDAQ daily return has the most similar density and co-dependence with Bitcoin daily return, generally, but after the COVID …, Motels industries, compared to several others. This study shed light on examining distribution similarity and co-dependence …

Persistent link: https://www.econbiz.de/10012628498

Short-, long- and cross-term comovement of OMXH25 stocks

Jach, Agnieszka; Felixson, Karl - In: Nordic journal of business : NJB 68 (2019) 3, pp. 23-39

Persistent link: https://www.econbiz.de/10012304463

Contrasting cryptocurrencies with other assets: Full distributions and the COVID impact

Maasoumi, Esfandiar; Wu, Xi - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-15

Persistent link: https://www.econbiz.de/10013201124

How do the global equity and bond markets affect Islamic and conventional banks? : a comparative cross-country analysis using multivariate regression quantiles

Aydemir, Resul; Atan, Huzeyfe Zahit; Güloğlu, Bülent - In: Eurasian economic review : a journal in applied … 12 (2022) 1, pp. 95-114

Persistent link: https://www.econbiz.de/10013175261

On the relation between financial reporting quality and country attributes : research challenges and opportunities

Isidro, Helena; Nanda, Dhananjay; Wysocki, Peter D. - In: The accounting review : a publication of the American … 95 (2020) 3, pp. 279-314

Persistent link: https://www.econbiz.de/10012254267