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The influence of cultural distance on the volatility of the international stock market
Zhou, Xiaoguang; Cui, Yadi; Wu, Shihwei; Wang, Weiqing - In: Economic modelling 77 (2019), pp. 289-300
Persistent link: https://www.econbiz.de/10012198489
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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Regional stock market integration in Singapore : a multivariate analysis
Teulon, Frédéric; Guesmi, Khaled; Mankai, Selim - In: Economic modelling 43 (2014), pp. 217-224
Persistent link: https://www.econbiz.de/10010502156
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China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel multivariate wavelet-vine copula approach
Ji, Hao; Wang, Hao; Zhong, Rui; Li, Min - In: Economic modelling 93 (2020), pp. 187-204
Persistent link: https://www.econbiz.de/10012430113
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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International stock market contagion : a CEEMDAN wavelet analysis
Zhou, Zhongbao; Lin, Ling; Li, Shuxian - In: Economic modelling 72 (2018), pp. 333-352
Persistent link: https://www.econbiz.de/10012100382
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Information demand and stock market liquidity : international evidence
Aouadi, Amal; Arouri, Mohamed; Roubaud, David - In: Economic modelling 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012027899
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Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza; Arshad, Shaista - In: Economic modelling 70 (2018), pp. 561-570
Persistent link: https://www.econbiz.de/10012027984