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On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Menezes, Rui; Dionísio, Andreia; Hassani, Hossein - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10009700549
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Hunting the quicksilver : using textual news and causality analysis to predict market volatility
Banerjee, Ameet Kumar; Dionísio, Andreia Teixeira Marques - In: International review of financial analysis 77 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012806462
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A new vision about the influence of major stock markets in CEEC indices : a bidirectional dynamic analysis using transfer entropy
Ferreira, Paulo; Dionísio, Andreia Teixeira Marques; … - In: Post-communist economies 34 (2022) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10013275621
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Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Dionísio, … - In: Journal of behavioral and experimental finance 36 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014227673