SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bull or bear markets: A wavelet dynamic correlation perspective · Study

ArticleShelves

ArticleBull or bear markets: A wavelet dynamic correlation perspective

François Benhmad2013

Article2013

Bull or bear markets: A wavelet dynamic correlation perspective

François Benhmad

70 citations·0/0 files stored·Economic Modelling

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 70 citations exist upstream.

References

1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1990Correlations in Price Changes and Volatility across International Stock Markets 1995Is the correlation in international equity returns constant: 1960–1990?1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1990Transmission of Volatility between Stock Markets

Cited by

2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach 2017Time-localized wavelet multiple regression and correlation 2015Investment horizon heterogeneity and wavelet: Overview and further research directions 2017A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Investment horizon heterogeneity and wavelet: Overview and further research directionsarticle · 8 shared references 2019Global financial crisis and multiscale systematic risk: Evidence from selected European stock marketsarticle · 8 shared references 2010A wavelet-based approach to test for financial market contagionarticle · 7 shared references 2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative marketarticle · 7 shared references 2015Correlations between oil and stock markets: A wavelet-based approacharticle · 7 shared references 2013Volatility transmission in regional Asian stock marketsarticle · 7 shared references

Details

Year2013

Typearticle

Published2013-04-09

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations70

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.econmod.2013.02.031

openalex_workW2018407785

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2015

Correlations between oil and stock markets: A wavelet-based approach

2017Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet

2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks

2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications