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Search: subject:"quantile connectedness"
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Quantile connectedness
14
Volatility
9
Volatilität
9
Spillover effect
8
Spillover-Effekt
8
Portfolio selection
6
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6
Welt
6
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3
Russia-Ukraine war
3
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3
VAR model
3
VAR-Modell
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Virtual currency
3
Virtuelle Währung
3
quantile connectedness
3
Öffentliche Anleihe
3
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22
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English
25
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Do, Hung Xuan
3
Jamasb, Tooraj
3
Naifar, Nader
3
Nepal, Rabindra
3
Pham, Son Duy
3
Chang, Tsangyao
2
Gubareva, Mariya
2
Guesmi, Khaled
2
Ndubuisi, Gideon Onyewuchi
2
Urom, Christian
2
Ustaoglu, Erkan
2
Wang, Mei-Chih
2
Ajao, Isaac O.
1
Al-Yahyaee, Khamis Hamed
1
Aljarba, Shumok
1
Almeshal, Khalid
1
Anh Tram Luong
1
Belguith, Rihab
1
Belkhir, Nadia
1
Chishti, Muhammad Zubair
1
Dumitrescu Peculea, Adelina
1
El Oubani, Ahmed
1
Enilov, Martin
1
Gao, Yang
1
Hadad, Elroi
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Huang, Zhigang
1
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1
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1
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1
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1
Masmoudi, Wafa Kammoun
1
Mensi, Waild
1
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1
Olayinka, Hammed A.
1
Olugbode, Moruf A.
1
Palaios, Panagiotis
1
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1
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Research in international business and finance
3
Energy economics
2
Financial innovation : FIN
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of theory and practice
2
CAMA working paper series
1
CSEI working paper
1
Energy strategy reviews
1
Future Business Journal
1
International Journal of Energy Economics and Policy : IJEEP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
1
Quantitative finance and economics
1
Risks : open access journal
1
Working paper / Department of Economics, Copenhagen Business School
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ECONIS (ZBW)
25
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1
Liquidity spillover and investment strategy construction among Chinese green financial markets
Gao, Yang
;
Zhou, Yueyi
;
Zhao, Wandi
- In:
International review of economics & finance : IREF
98
(
2025
),
pp. 1-43
Persistent link: https://www.econbiz.de/10015330659
Saved in:
2
Music stocks and music tokens : extreme connectedness and portfolio applications
Ustaoglu, Buse
;
Ustaoglu, Erkan
- In:
International review of economics & finance : IREF
98
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015330586
Saved in:
3
Re-examining China and the u.s.'s respective green bond markets in extreme conditions : evidence from
quantile
connectedness
Wang, Mei-Chih
;
Jiang, Peiyun
;
Chang, Tsangyao
-
2025
Persistent link: https://www.econbiz.de/10015359774
Saved in:
4
Static and dynamic return and volatility connectedness between transportation tokens and transportation indices : evidence from
quantile
connectedness
approach
Ustaoglu, Erkan
-
2025
Persistent link: https://www.econbiz.de/10015359868
Saved in:
5
Monetary policy expectations and financial Markets : a Quantile-on-
Quantile
connectedness
approach
Naifar, Nader
-
2025
Persistent link: https://www.econbiz.de/10015374402
Saved in:
6
Portfolio diversification and dynamic interactions between clean and dirty energy assets
Belkhir, Nadia
;
Masmoudi, Wafa Kammoun
;
Loukil, Sahar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
15
(
2025
)
1
,
pp. 519-531
Persistent link: https://www.econbiz.de/10015404092
Saved in:
7
Does M&A activity spin the cycle of energy prices?
Wang, Jianuo
;
Enilov, Martin
;
Kizys, Renatas
- In:
Energy economics
137
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015181775
Saved in:
8
Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate : the time-frequency and quantile connectivity perspective
Huang, Zhigang
;
Zhang, Weilan
- In:
Research in international business and finance
72
(
2024
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10015065742
Saved in:
9
Salience theory value spillovers between China's systemically important banks : evidence from
quantile
connectedness
Jin, Xiaoye
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-39
unique information not captured by traditional higher-order moments, we employ a
quantile
connectedness
approach to examine …
Persistent link: https://www.econbiz.de/10014532458
Saved in:
10
Examining the nexus between oil shocks and sovereign credit risk : multidimensional insights from major oil exporters
Naifar, Nader
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015133583
Saved in:
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