Results 61 to 70 of about 41,020 (169)
Crypto Asset Markets vs. Financial Markets: Event Identification, Latest Insights and Analyses
AppliedMathAs crypto assets become more widely adopted, crypto asset markets and traditional financial markets may become increasingly interconnected. The close linkages between these markets have potentially important implications for price formation, contagion ...
Eleni Koutrouli +3 more
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The relationship between Google search interest for pulmonary symptoms and COVID-19 cases using dynamic conditional correlation analysis. [PDF]
Sci Rep, 2021 Cinarka H +4 more
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Trend analysis of global stock market linkage based on a dynamic conditional correlation network
Journal of Business Economics and Management, 2017 The paper analyses the trend of global stock market linkages via daily data of 51 stock indices spanning the period 22 July 2005 to 30 June 2016 which covers four regions: America, Europe, Asia Pacific and Africa.
Kedong Yin, Zhe Liu, Peide Liu
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Energies, 2018 Energy and agricultural commodities and markets have been examined extensively, albeit separately, for a number of years. In the energy literature, the returns, volatility and volatility spillovers (namely, the delayed effect of a returns shock in one ...
Chia-Lin Chang +2 more
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Borsa Istanbul Review, 2014 The relationship between stock market returns and real economic output has been studied in many empirical works over several decades. We present a simple methodology to verify the time-varying structure of this “returns–growth” relationship using dynamic
Štefan Lyócsa, Eduard Baumöhl
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East Asian Financial Contagion under DCC-Garch
The International Journal of Banking and Finance, 2009 We consider the definition and measurement of contagion by analysing the 1997 East Asian financial crisis in the equity markets of eight countries using dynamic conditional correlation (DCC).
J. H. Cho, Ali M. Parhizgari
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International Journal of Management and EconomicsThis study makes a comparative assessment of the relation between four waves of the COVID-19 pandemic and the stock market in Poland. We utilize the Autoregressive Moving Average-Asymmetric Dynamic Conditional Correlation-Generalized Autoregressive ...
Dzik-Walczak Aneta, Gaweł Anna
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Examination of Dynamic Correlation between Major Assets in Iran by DCC-GARCH Approach [PDF]
پژوهشهای اقتصادی, 2015 This study investigates the time-varying correlations among oil and coin prices, and exchange rate in Iran. Since investment is a key factor in economic growth and development, so the necessary funds should be provided and directed towards manufacturing ...
Shadi Amiri +3 more
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Financial InnovationThe spread of the coronavirus has reduced the value of stock indexes, depressed energy and metals commodities prices including oil, and caused instability in financial markets around the world.
Virginie Terraza +2 more
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Contagion Between Selected European Indexes During the Covid-19 Pandemic [PDF]
Operations Research and Decisions, 2023 The main aim of this study is to examine dynamic dependence and proof of contagion during the Covid-2019 pandemic. The empirical data are daily prices from six European indexes. The FTSE, DAX and CAC indexes represent the largest and most developed stock
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