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When does the stock market listen to economic news? : new evidence from copulas and news wires

Medovikov, Ivan - In: Journal of banking & finance 65 (2016), pp. 27-40

Persistent link: https://www.econbiz.de/10011634320

Dependence of stock and commodity futures markets in China : implications for portfolio investment

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Reboredo, Juan … - In: Emerging markets review 21 (2014), pp. 183-200

Persistent link: https://www.econbiz.de/10011304331

The financial costs of the U.S.-China trade tensions : evidence from East Asian stock markets

De Nicola, Francesca; Kessler, Martin; Nguyen, Ha - 2019

This paper examines the impacts of U.S.-China trade tensions via the lens of East Asian stock markets. Studying 10 …

Persistent link: https://www.econbiz.de/10012167933

Trade protection, stock-market returns, and welfare

Amiti, Mary; Kong, Sang Hoon; Weinstein, David E. - 2021

Persistent link: https://www.econbiz.de/10012506835

The impacts of COVID-19 on the dependence structure of the stock market

Kim, Jong-Min; Jung, Hojin - In: Applied economics letters 30 (2023) 4, pp. 510-515

Persistent link: https://www.econbiz.de/10013553675

COVID-19 and stock returns : evidence from the Markov switching dependence approach

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014279046

Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach

Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil … copulas including Gauss, Clayton, Rotated-Clayton, Plackett, Frank, Gumbel, Rotated-Gumbel, Student, Symmetrized … receive more stock returns. The results further demonstrate that world oil price fluctuations have significantly impacted on …

Persistent link: https://www.econbiz.de/10013179488

Are agribusiness stocks an investor safe haven?

D'Antoni, Jeremy M.; Detre, Joshua Dean - In: Agricultural finance review 74 (2014) 4, pp. 522-538

Persistent link: https://www.econbiz.de/10011305888

Currency price risk and stock market returns in Africa : dependence and downside spillover effects with stochastic copulas

Boako, Gideon; Alagidede, Paul - In: Journal of multinational financial management 41 (2017), pp. 92-114

Persistent link: https://www.econbiz.de/10011927874

An analysis of dependence between Central and Eastern European stock markets

Reboredo, Juan Carlos; Tiwari, Aviral Kumar; Albulescu, … - In: Economic systems 39 (2015) 3, pp. 474-490

Persistent link: https://www.econbiz.de/10011532315