Correlations, Risk and Crisis: From Physiology to Finance [PDF]
SSRN Electronic Journal, 2009 We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of
Gorban, A. N. +2 more
core +4 more sources
The Correlation Between External and Internal Factors of the Libyan Crisis
Vestnik MGIMO-Universiteta, 2015 : Nowadays, the region of Middle East and North Africa has become a "testing ground" where the competition between the great powers takes place . The importance of this region is determined by its geopolitical position, concentration of large natural ...
Ekaterina N. Koposova
doaj +8 more sources
Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation [PDF]
Entropy, 2023 Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understanding the overall economic dynamics.
Martin Heßler +2 more
doaj +2 more sources
Community Analysis of Global Financial Markets [PDF]
Risks, 2016 We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002–2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets ...
Irena Vodenska +5 more
doaj +4 more sources
Islamic equities and COVID-19 pandemic: measuring Islamic stock indices correlation and volatility in period of crisis [PDF]
Islamic Economic Studies, 2021 Purpose – The purpose of the study is to measure cross-country stock market correlation and volatility transmission during the global coronavirus disease 2019 (COVID-19) pandemic.
Shafiu Ibrahim Abdullahi
doaj +3 more sources
Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [PDF]
Iranian Journal of Finance, 2021 In this study, we examine the correlation between stock returns of Export-oriented (EOIs) and Import-oriented (IOIs) industries and exchange rates, to derive stock-exchange optimal weights, attempting to manage the risk of investors in the capital market.
Maryam Bazraei +3 more
doaj +1 more source
Serbian Journal of Management, 2021 The aim of the paper is to examine the level of interdependence between developing and developed stock markets. The correlation of the Macedonian (MBI10) stock exchange index with the Belgrade (BELEX15), the Six Swiss (SLI) and the Euronext
Dusica Stevcevska Srbinoska +3 more
doaj +1 more source
Determining the Appropriate Investment Strategy and Identify the Leading Monetary System before and during the Covid-19 Pandemic Crisis: A Case Study of Crypto-Currency, Gold Standard, and Fiat Money [PDF]
Journal of Information Technology Management, 2021 The study has two main objectives: firstly, to examine the opportunity of the Momentum and Contrarian investment strategy for three different monetary systems to trade currencies in Forex markets using Symlet wavelet decomposition approach.
Anwar Hasan Abdullah Othman +3 more
doaj +1 more source
Analysis of financial contagion in influential African stock markets
Future Business Journal, 2021 Drawing from the experience of the global financial crisis that sprang forth from the US stock market, an empirical assessment of the dynamic correlation analysis of financial contagion with evidence from (5) African countries (South African, Nigeria ...
Oluwatosin Mary Aderajo +1 more
doaj +1 more source
Relationship between religious beliefs and identity crisis with drug abuse tendency [PDF]
علوم تربیتی از دیدگاه اسلام, 2019 This study was conducted to investigate the relationship between religious beliefs and identity crisis with tendency to drug abuse. The study is cross correlation which changes of criterion variable drug abuse tendency) were examined based on the ...
Rasuol Firuozi Arnan +3 more
doaj +1 more source