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Okun's law : copula-based evidence from G7 countries

Benos, Nikos; Stavrakoudis, Athanassios - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 478-491

Persistent link: https://www.econbiz.de/10013335890

Twitter-based uncertainty and cryptocurrency returns

Aharon, David Y.; Demir, Ender; Lau, Chi Keung; … - In: Research in international business and finance 59 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013402135

Dependence and contagion between Vietnamese and major East Asian stock markets

Nguyen Van Chien; Nguyen Thu Thuy - In: International journal of management practice : IJMP 15 (2022) 4, pp. 445-459

Persistent link: https://www.econbiz.de/10013415125

The impact of different data sources on the level and structure of income inequality

Ayala, Luis; Pérez, Ana; Prieto Alaiz, Mercedes - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 3, pp. 583-611

This paper aims to analyze the effect on measured inequality and its structure of using administrative data instead of survey data. Different analyses are carried out based on the Spanish Survey on Income and Living Conditions (ECV) that continued to ask households for their income despite...

Persistent link: https://www.econbiz.de/10013459933

Sample selection models with monotone control functions

Liu, Ruixuan; Yu, Zhengfei - In: Journal of econometrics 226 (2022) 2, pp. 321-342

Persistent link: https://www.econbiz.de/10013461529

Can technical indicators based on underlying assets help to predict implied volatility index

Shi, Yafeng; Shi, Yanlong; Ying, Tingting - In: The journal of futures markets 44 (2024) 1, pp. 57-74

Persistent link: https://www.econbiz.de/10014475424

Systemic risk, contagion and risk factors in the Tunisian banking system context : measures and determinants

Chakroun, Mohamed Amin; Gallali, Mohamed Imen - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 2, pp. 246-280

Persistent link: https://www.econbiz.de/10014545417

An analysis of dependency of stock markets after unlimited QE announcements during COVID-19 pandemic

Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; … - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 310-332

/methodology/approach - The copula-based GARCH (1,1) and minimum spanning tree models are used in this study to analyze 14 series of stock market … pandemic. Moreover, the study fills the literature gap by combining the copula-based GARCH and the minimum spanning tree models …

Persistent link: https://www.econbiz.de/10014445508

A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets

Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1385-1403

Persistent link: https://www.econbiz.de/10014446630

Volatility and dependence in cryptocurrency and financial markets : a copula approach

Liu, Jinan; Serletis, Apostolos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 119-149

Persistent link: https://www.econbiz.de/10014506890