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Quantile Coherency Networks of International Stock Markets

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    EL KHOURY, Rim - ALSHATER, Muneer M. Spillovers between Twitter Uncertainty Indexes and sector indexes: Evidence from the US. In Borsa Istanbul Review, 2022-09-01, 22, 5, pp. 961-974. ISSN 22148450. Dostupné na: https://doi.org/10.1016/j.bir.2022.07.002., Registrované v: SCOPUS, WOS
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    DEEV, Oleg - LYÓCSA, Štefan - VÝROST, Tomáš. The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. In Finance Research Letters, 2022-10-01, 49, pp. ISSN 15446123. Dostupné na: https://doi.org/10.1016/j.frl.2022.103154., Registrované v: SCOPUS, WOS
    GHAEMI ASL, Mahdi - ADEKOYA, Oluwasegun B. - RASHIDI, Muhammad Mahdi. Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms. In Annals of Operations Research, 2023-08-01, 327, 1, pp. 435-464. ISSN 02545330. Dostupné na: https://doi.org/10.1007/s10479-022-04882-2., Registrované v: SCOPUS, WOS
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    GHOSH, Sutap Kumar - HOSSAIN, Md Naiem - KHATUN, Hosneara. The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences. In China Finance Review International, 2023-08-09, 13, 3, pp. 444-470. ISSN 20441398. Dostupné na: https://doi.org/10.1108/CFRI-08-2022-0154., Registrované v: SCOPUS, WOS
    TRIPATHI, Deepak Kumar - CHADHA, Saurabh - TRIPATHI, Ankita. Metaheuristic enabled intelligent model for stock market prediction via integrating volatility spillover: India and its Asian and European counterparts. In Data and Knowledge Engineering, 2023-03-01, 144, pp. ISSN 0169023X. Dostupné na: https://doi.org/10.1016/j.datak.2022.102127., Registrované v: SCOPUS, WOS
    KHALFAOUI, Rabeh - SHAHZAD, Umer - GHAEMI ASL, Mahdi - BEN JABEUR, Sami. Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. In Quarterly Review of Economics and Finance, 2023-04-01, 88, pp. 63-80. ISSN 10629769. Dostupné na: https://doi.org/10.1016/j.qref.2022.12.006., Registrované v: SCOPUS, WOS
    WANG, Suhui. Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets. In Journal of Commodity Markets, 2023-03-01, 29, pp. ISSN 24058513. Dostupné na: https://doi.org/10.1016/j.jcomm.2023.100312., Registrované v: SCOPUS, WOS
    SHAHZAD, Umer - GHAEMI ASL, Mahdi - TEDESCHI, Marco. Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? Evidence from conventional and Islamic ESG stocks. In International Review of Economics and Finance, 2023-07-01, 86, pp. 139-154. ISSN 10590560. Dostupné na: https://doi.org/10.1016/j.iref.2023.03.001., Registrované v: SCOPUS, WOS
    JIN, Yujia - ZHANG, Ailian - LIU, Bai. Risk spillover networks in financial markets: Evidence from emerging markets. In Managerial and Decision Economics, 2023-09-01, 44, 6, pp. 3086-3107. ISSN 01436570. Dostupné na: https://doi.org/10.1002/mde.3865., Registrované v: SCOPUS, WOS
    EL KHOURY, Rim - MENSI, Walid - ALSHATER, Muneer M. - KANG, Sanghoon. Extreme risk spillovers and hedging strategies between Indonesia sectorial stocks and commodity markets. In International Journal of Emerging Markets, 2023-01-01, pp. ISSN 17468809. Dostupné na: https://doi.org/10.1108/IJOEM-11-2022-1721., Registrované v: SCOPUS, WOS
    ZHU, Huiming - LI, Shuang - HUANG, Zishan. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. In Quarterly Review of Economics and Finance, 2023-08-01, 90, pp. 1-30. ISSN 10629769. Dostupné na: https://doi.org/10.1016/j.qref.2023.05.001., Registrované v: SCOPUS, WOS
    HU, Yang et al. Tail Risk Connectedness During Geopolitical Shocks: Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets. In Journal of International Financial Markets, Institutions & Money, 2023, ISSN 1042-4431, pp. 1-42. Dostupné na: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4445163
    WANG, Zi Xin - LIU, Bing Yue - FAN, Ying. Network connectedness between China's crude oil futures and sector stock indices. In Energy Economics, 2023-09-01, 125, pp. ISSN 01409883. Dostupné na: https://doi.org/10.1016/j.eneco.2023.106848., Registrované v: SCOPUS, WOS
    LIU, Zhenhua - JI, Qiang - ZHAI, Pengxiang - DING, Zhihua. Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications. In Research in International Business and Finance, 2023-10-01, 66, pp. ISSN 02755319. Dostupné na: https://doi.org/10.1016/j.ribaf.2023.102039., Registrované v: SCOPUS, WOS
    ALQARALLEH, Huthaifa Sameeh. The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach. In Letters in Spatial and Resource Sciences, 2023-12-01, 16, 1, pp. ISSN 18644031. Dostupné na: https://doi.org/10.1007/s12076-023-00352-w., Registrované v: SCOPUS, WOS
    GHAEMI ASL, Mahdi - RASHIDI, Muhammad Mahdi - TIWARI, Aviral Kumar - LEE, Chi Chuan - ROUBAUD, David. Green bond vs. Islamic bond: Which one is more environmentally friendly? In Journal of Environmental Management, 2023-11-01, 345, pp. ISSN 03014797. Dostupné na: https://doi.org/10.1016/j.jenvman.2023.118580., Registrované v: SCOPUS, WOS
    ZHAO, Xin - GHAEMI ASL, Mahdi - RASHIDI, Muhammad Mahdi - VASA, László - SHAHZAD, Umer. Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet. In Quarterly Review of Economics and Finance, 2023-12-01, 92, pp. 112-131. ISSN 10629769. Dostupné na: https://doi.org/10.1016/j.qref.2023.09.001., Registrované v: SCOPUS, WOS
    HU, Zihan - BORJIGIN, Sumuya. Accelerator" or" Brake Pads": Evidence from Chinese A-Share Listed Financial Firms. In SSRN, 2023, pp. [1-70].
    SIDDIQUE, Md Abubakar - NOBANEE, Haitham - HASAN, Md Bokhtiar - UDDIN, Gazi Salah - HOSSAIN, Md Naiem - PARK, Donghyun. How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets. In Energy Economics, 2023-12-01, 128, pp. ISSN 01409883. Dostupné na: https://doi.org/10.1016/j.eneco.2023.107195., Registrované v: SCOPUS, WOS
    TIWARI, Aviral Kumar - TRABELSI, Nader - ABAKAH, Emmanuel Joel Aikins - LEE, Chi Chuan. Analyzing time-varying tail dependence between leveraged loan and debt markets in the U.S. economy. In International Review of Finance, 2023-01-01, pp. ISSN 1369412X. Dostupné na: https://doi.org/10.1111/irfi.12441., Registrované v: SCOPUS, WOS
    XIE, Qichang - LUO, Chao - CONG, Xiaoping - WANG, Xu. Volatility connectedness and its determinants of global energy stock markets. In Economic Systems, 2024-01-01, pp. ISSN 09393625. Dostupné na: https://doi.org/10.1016/j.ecosys.2024.101193., Registrované v: SCOPUS, WOS
Počet záznamov: 1  

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