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Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?

Zhang, Bing; Li, Xindan; Yu, Honghai - In: The North American journal of economics and finance : a … 26 (2013), pp. 725-738

Persistent link: https://www.econbiz.de/10010370480

Has there been any change in the comovement between the Chinese and US stock markets?

Zhang, Bing; Li, Xiao-Ming - In: International review of economics & finance : IREF 29 (2014), pp. 525-536

Persistent link: https://www.econbiz.de/10010432302

Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96

Persistent link: https://www.econbiz.de/10011431392

Is efficiency of crude oil market affected by multifractality? : evidence from the WTI crude oil market

Gu, Rongbao; Zhang, Bing - In: Energy economics 53 (2016), pp. 151-158

Persistent link: https://www.econbiz.de/10011660491

Recent hikes in oil-equity market correlations : transitory or permanent?

Zhang, Bing; Li, Xiaoming - In: Energy economics 53 (2016), pp. 305-315

Persistent link: https://www.econbiz.de/10011660562

How do great shocks influence the correlation between oil and international stock markets?

Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

How does economic policy uncertainty drive gold-stock correlations? : evidence from the UK

Gao, Ruzhao; Zhang, Bing - In: Applied economics 48 (2016) 31/33, pp. 3081-3087

Persistent link: https://www.econbiz.de/10011616914

Stock market correlations and the business sentiments : evidence from the US and Germany

Gao, Ruzhao; Zhang, Bing; Liu, Haifei - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 4, pp. 396-415

Persistent link: https://www.econbiz.de/10012152786

Economic Policy Uncertainty Shocks and Stock-Bond Correlations : Evidence from the US Market

Li, Xiaoming - 2015

This paper examines the effects of economic policy uncertainty shocks on stock-bond correlations for the US market. We devise a general framework which distinguishes a positive shock from a negative one and nests either as its special case. The results show that innovations in the policy...

Persistent link: https://www.econbiz.de/10013024205