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Volatility spillovers and asymmetric effects of Chinese A-share markets : enterprise-level data based on high-dimensional social network models
Wu, Haifeng; Xie, Qichang - In: Applied economics 56 (2024) 57, pp. 7732-7756
Persistent link: https://www.econbiz.de/10015135122
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Asymmetric correlations in gold and other financial markets
Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
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Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations
Kobayashi, Masahito; Chen, Jinghui - In: Applied economics 54 (2022) 56, pp. 6497-6509
Persistent link: https://www.econbiz.de/10013411390
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Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market : implications for individual investors' diversification strategies
Mei, Ganghua; McNown, Robert F. - In: Applied economics 51 (2019) 43, pp. 4742-4756
Persistent link: https://www.econbiz.de/10012197067
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Re-examining the Chinese A-share herding behaviour with a Fama-French augmented seven-factor model
Li, Chao; Hu, Zongyi; Tang, Liwei - In: Applied economics 51 (2019) 5, pp. 488-508
Persistent link: https://www.econbiz.de/10012160606
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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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Nonlinear price transmission in the rice market in Senegal : a model-based recursive partitioning approach
Traoré, Fousseini; Jimbira, Suwadu Sakho; Sall, Leysa Maty - In: Applied economics 54 (2022) 20, pp. 2343-2355
Persistent link: https://www.econbiz.de/10012875944
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New evidence on the importance of gender and asymmetry in the crime-unemployment relationship
Cook, Steven; Watson, Duncan; Parker, Louise - In: Applied economics 46 (2014) 1/3, pp. 119-126
Persistent link: https://www.econbiz.de/10010354057
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Asymmetric size-dependent effects of the output gap on inflation : US evidence from the last half a century
Valadkhani, Abbas - In: Applied economics 47 (2015) 31/33, pp. 3525-3539
Persistent link: https://www.econbiz.de/10011293515
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Permanent and transitory shocks in the presence of asymmetric error correction
Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648
Persistent link: https://www.econbiz.de/10010519640