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Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong; Xu, Liao - In: Economic modelling 127 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
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Co-integration and causality analysis between stock market prices and their determinates in Jordan
Bekhet, Hussain Ali; Matar, Ali - In: Economic modelling 35 (2013), pp. 508-514
Persistent link: https://www.econbiz.de/10010336760
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Stochastic dominance relationships between stock and stock index futures markets : international evidence
Qiao, Zhuo; Wong, Wing Keung; Fung, Joseph K. W. - In: Economic modelling 33 (2013), pp. 552-559
Persistent link: https://www.econbiz.de/10010193326
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Li, Mengling; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
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Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-Bin - In: Economic modelling 46 (2015), pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
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Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang; Li, Steven - In: Economic modelling 52 (2016), pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
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Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911