Quantile Cross-Spectral Measures of Dependence between Economic Variables
Author:
Publisher
Elsevier BV
Reference37 articles.
1. CoVaR
2. Asymmetric correlations of equity portfolios;A Ang;Journal of Financial Economics,2002
3. A new approach to measuring financial contagion;K.-H Bae;Review of Financial studies,2003
4. Disentangling systematic and idiosyncratic dynamics in panels of volatility measures;M Barigozzi;Journal of Econometrics,2014
5. Do recessions permanently change output;P Beaudry;Journal of Monetary economics,1993
Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty;The Quarterly Review of Economics and Finance;2023-06
2. Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging;American Business Review;2023-05
3. Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach;The Quarterly Review of Economics and Finance;2023-04
4. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis;Empirical Economics;2023-03-14
5. What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?;Global Finance Journal;2023-02
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3