Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Tengdong Liu"'
Publikováno v:
Pacific-Basin Finance Journal. 79:101992
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d571f3c9d20140de0990ca8d61afc467
https://doi.org/10.1016/j.pacfin.2023.101992
https://doi.org/10.1016/j.pacfin.2023.101992
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 27:99-112
We develop a multivariate momentum threshold autoregression (MTAR) model that examines the relationship between stock markets for each of the five BRICS countries – Brazil, Russia, India, China and South Africa – and changes in their economic, fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8e9905d73c2bd3f60025df817a6ef37
https://doi.org/10.1016/j.intfin.2013.07.013
https://doi.org/10.1016/j.intfin.2013.07.013
Publikováno v:
Mathematics and Computers in Simulation. 94:277-294
BRICS (Brazil, Russia, India, China and South Africa) are viewed currently as pillars of relative political, economic and financial stability, with the prospect of a major shift in future world power. The paper aims at investigating the relationships
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c0dba8ef294afe4b2f03b43d0c4080b
https://doi.org/10.1016/j.matcom.2012.01.002
https://doi.org/10.1016/j.matcom.2012.01.002
Publikováno v:
Energy Economics. 36:526-535
This paper examines risk transmission and migration among six US measures of credit and market risk during the full period 2004–2011 period and the 2009–2011 recovery subperiod, with a focus on four sectors related to the highly volatile oil pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::75aa212cedb80d886f1a9d8054722ab6
https://doi.org/10.1016/j.eneco.2012.10.010
https://doi.org/10.1016/j.eneco.2012.10.010
This paper examines risk transmission and migration among six US measures of credit and market risk during the full period 2004-2011 period and the 2009-2011 recovery subperiod, with a focus on four sectors related to the highly volatile oil price. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3bbc5711f89233b00f5b8e37499c1cdb
http://www.kier.kyoto-u.ac.jp/DP/DP772.pdf
http://www.kier.kyoto-u.ac.jp/DP/DP772.pdf
Publikováno v:
SSRN Electronic Journal.
The objectives are to discern how the three financial sectors’ credit default swap (CDS) spreads interrelate to each other and with three other risks in terms of possible contagion, competition, interdependence and independence relations under the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::731929cf0a9a6abb6ee06dcdcd0e12e6
https://doi.org/10.2139/ssrn.1923968
https://doi.org/10.2139/ssrn.1923968
Publikováno v:
SSRN Electronic Journal.
BRICS (Brazil, Russia, India, China and South Africa) are viewed currently as pillars of relative political, economic and financial stability, with the prospect of a major shift in future world power. The paper aims at investigating the relationships
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a44d5a134a2d4cfef2b384d883514dd
https://doi.org/10.2139/ssrn.1894210
https://doi.org/10.2139/ssrn.1894210