Zobrazeno 1 - 10
of 117
pro vyhledávání: '"QVAR"'
Autor:
Adeolu Olusegun Adewuyi, Olusegun S. Adeboye, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah
Publikováno v:
American Business Review, Vol 27, Iss 1, Pp 116-166 (2024)
This study extends the existing literature in this area by examining the conditional connectedness between energy and metal markets using a novel time-varying quantile and frequency connectedness method developed by Chatziantoniou, et al. (2022) base
Externí odkaz:
https://doaj.org/article/8d4f166bfe35488bac97f176615457e5
Autor:
Nguyen Hong Yen, Le Thanh Ha
Publikováno v:
European Journal of Management and Business Economics, Vol 33, Iss 1, Pp 74-95 (2024)
Purpose – This paper aims to study the interlinkages between cryptocurrency and the stock market by characterizing their connectedness and the effects of the COVID-19 crisis on their relations. Design/methodology/approach – The author employs a q
Externí odkaz:
https://doaj.org/article/48a5f36b54be4d658d9c50272bf66efb
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This research explores the interdependence within the international logistics sector among 17 nations, utilizing a quantile-based technique to assess the transmission of returns. By analyzing daily data from DataStream spanning from 1 June 2016, to 1
Externí odkaz:
https://doaj.org/article/13e1858e6c3448d7af3baa8902723107
Autor:
Izunna Anyikwa, Andrew Phiri
Publikováno v:
Future Business Journal, Vol 9, Iss 1, Pp 1-18 (2023)
Abstract Since the onset of the COVID-19 pandemic, financial and commodity markets have exhibited significant volatility and displayed fat tail properties, deviating from the normal probability curve. The recent Russia-Ukraine war has further disrupt
Externí odkaz:
https://doaj.org/article/69e7382d5198436a98159c32d7e76278
Publikováno v:
Economies, Vol 12, Iss 7, p 170 (2024)
We studied the relationship between sustainable investment indexes and examine whether this relationship varies in bullish, bearish, and stable financial markets. To understand this issue more deeply, we analyzed the connectedness between three index
Externí odkaz:
https://doaj.org/article/2ada9a0879514ca394802f9e457c2165
Publikováno v:
International Journal of Financial Studies, Vol 12, Iss 2, p 53 (2024)
Using the volatility spillover index method based on the quantile vector autoregression (QVAR) model, this paper systematically examines structural changes and corresponding spillover effects within 20 major stock markets under both extreme and norma
Externí odkaz:
https://doaj.org/article/02ff401fd35840508828f7cd0aa09961
Publikováno v:
مدلسازی اقتصادسنجی, Vol 8, Iss 1, Pp 129-157 (2023)
One of the signs of a healthy economy is the stability of macroeconomic components such as exchange rate, inflation, budget deficit, and foreign trade sector. In the current study, using the TVP-QVAR model, in the period of 1385:01-1397:12, with a mo
Externí odkaz:
https://doaj.org/article/43363a1b02a94edfb92b1879d7aee764
Autor:
Izunna Anyikwa, Andrew Phiri
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 2 (2023)
AbstractOur study uses the quantile vector autoregressive (QVAR) network approach to compare the median-based and tail connectedness in BRICS equity markets using daily time series spanning from 3rd March 2020 to 9th September 2022. The study is cond
Externí odkaz:
https://doaj.org/article/350987259fc24040bd7d70e977981cf3
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Akademický článek
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