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Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain

Chang, Tsangyao; Ranjbar, Omid; Jooste, Charl - In: Iranian economic review : journal of University of Tehran 21 (2017) 2, pp. 297-320

Persistent link: https://www.econbiz.de/10011730696

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

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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

Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data

Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311

Persistent link: https://www.econbiz.de/10012267127

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

U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model

Liang, Chin Chia; Troy, Carol; Rouyer, Ellen - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012659104

A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements

Salisu, Afees A.; Isah, Kazeem; Ogbonnaya-Orji, Nnenna - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1220-1239

Persistent link: https://www.econbiz.de/10012815021

Stock returns and income inequality : asymmetric evidence from state level data in the U.S.

Bahmani-Oskooee, Mohsen; Hasanzade, Mehrnoosh; Bahmani, … - In: Global finance journal 52 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013412569

Asymmetric volatility of the US dollar index in the stock and cryptocurrency market during the Russia-Ukraine war

Velip, Suraj; Jambotkar, Mrunali - In: International journal of banking, accounting and … 14 (2024) 1, pp. 97-112

Persistent link: https://www.econbiz.de/10015057210

Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia

Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15

We examined volatility spillover effects from five prominent global stock markets to India's stock market during the pre-and-post COVID-19 outbreak using daily adjusted closing prices between January 2019 and September 2021 from six capital markets. The structural breakpoint was identified as 23...

Persistent link: https://www.econbiz.de/10013397677