Search Results - subject:"quantile regression."

The effect of structural oil shocks on stock returns of Indian renewable energy companies across market conditions

Mishra, Lalatendu; Acharya, Rajesh H. - In: International Journal of Energy Sector Management 18 (2024) 6, pp. 2234-2251

next step, the panel quantile regression model estimates the effect of these oil shocks on stock return across market … first in the Indian context. Third using panel quantile regression model along with capital asset pricing model framework …

Persistent link: https://www.econbiz.de/10015345479

Institutional quality, FDI inflows, human capital development and poverty: a case of Indonesia

Lim Thye Goh; Trinugroho, Irwan; Law, Siong Hook; … - In: International Journal of Social Economics 51 (2024) 11, pp. 1450-1467

(FDI) inflows and human capital development on Indonesia’s poverty rate. Design/methodology/approach The quantile … regression on data ranging from 1984 to 2019 was used to capture the relationship between the impact of the independent variables …

Persistent link: https://www.econbiz.de/10015347346

How does climate policy uncertainty affect the carbon market?

Su, Chi-Wei; Wei, Shenkai; Wang, Yan; Tao, Ran - In: Technological forecasting and social change : an … 200 (2024), pp. i23155$p1-11

Persistent link: https://www.econbiz.de/10015127500

Benchmarking asset pricing models in emerging markets: evidence from Borsa Istanbul

Gökgöz, Fazıl; Seyhan, Canan - In: Journal of Economic Studies 51 (2024) 8, pp. 1694-1713

examined in the Turkish Stock Exchange for 2009–2020, with the quantile regression (QR) approach. Design …

Persistent link: https://www.econbiz.de/10015350109

Economic policy uncertainty and Indian equity sectors: a quantile regression approach

Simran; Sharma, Anil K. - In: Journal of Financial Economic Policy 16 (2024) 6, pp. 856-873

of quantile regression to investigate the heterogenous response of stock market sectors under diverse market conditions … shocks using the approach of quantile regression and unveils the previously unexamined diverse reactions of Indian stock …

Persistent link: https://www.econbiz.de/10015350403

European 'fear' indices

Aussenegg, Wolfgang; Goetz, Lukas; Jelic, Ranko - In: Handbook of financial integration, (pp. 470-494). 2024

Persistent link: https://www.econbiz.de/10015078682

Stalled progress? : evidence from American time use data on gender differences in time spent on economic activities

Deb, Upali; Gupta, Rudra Narayan; Basu, Chayan; Dutta, … - In: The Indian journal of labour economics : a quarterly … 67 (2024) 3, pp. 681-708

Persistent link: https://www.econbiz.de/10015175487

Quantile volatility connectedness among themes and sectors : novel evidence from China

Zhou, Bin; Shi, Huai-Long - In: The quarterly review of economics and finance 98 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015188661

Reining in the riskiest? : evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China

Kang, Qiaoling; Chen, Minghua; Wu, Ji; Jeon, Bang-nam - In: Journal of Asian economics 94 (2024), pp. 1-36

Persistent link: https://www.econbiz.de/10015407123

Retire: robust expectile regression in high dimensions

Man, Rebeka; Tan, Kean Ming; Wang, Zian; Zhou, Wen-Xin - In: Journal of econometrics 239 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015074533