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Exchange rate, stock price and trade volume in US-China Trade War during COVID-19 : an empirical study
Shaikh, Erum; Mishra, Vandita; Ahmed, Farhan; Krishnan, … - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 8, pp. 144-161
Persistent link: https://www.econbiz.de/10013190749
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Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war
Gong, Yuting; Li, Kevin Xingang; Chen, Shu-Ling; Shi, … - In: Transportation research / E : an international journal 136 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012233642
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Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre; Vosgha, Hamed - In: Economic modelling 77 (2019), pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
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Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach
Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 145-168). 2022
Persistent link: https://www.econbiz.de/10013283200
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COVID-19 pandemic waves and global financial markets : evidence from wavelet coherence analysis
Karamti, Chiraz; Belhassine, Olfa - In: Finance research letters 45 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014575517
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Effect of the U.S.-China trade war on stock markets : a financial contagion perspective
Oh, Minseog; Kim, Donggyu - 2024
Persistent link: https://www.econbiz.de/10015338760
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Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi; Ghorbel, Ahmed; Jarboui, Anis - In: American journal of finance and accounting 5 (2018) 2, pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
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Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models
Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-19
, the Gumbel copulas have higher dependence parameters, implying that extreme co-movements occur in the upper tails …
Persistent link: https://www.econbiz.de/10014382640
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Investigating the links between UK house prices and share prices with copulas
Bissoondeeal, Rakesh K.; Tsiaras, Leonidas - In: The journal of real estate finance and economics 67 (2023) 3, pp. 423-452
Persistent link: https://www.econbiz.de/10014383373
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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