SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Potential Dependence of Financial Cycles between Emerging and Developed Countries: Based on ARIMA-GARCH Copula Model
16 references·9 citing·49 second hop
Potential Dependence of Financial Cycles between Emerging and Developed Countries: Based on ARIMA-GARCH Copula Model (2019)Potential Dependence of Financial Cycles …Green loan and subsidy for promoting clean production innovation (2018)Green loan and subsidy for pr…Asymmetric Effects on Risks of Virtual Financial Assets (VFAs) in different regimes: A Case of Bitcoin (2018)Asymmetric Effects on Risks o…Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows (2017)Spillovers of U.S. unconventi…The impact of crude oil prices on financial market indicators: copula approach (2016)The impact of crude oil price…Financial Cycle, Business Cycle and Monetary Policy: Evidence from Four Major Economies (2016)Financial Cycle, Business Cyc…Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2015)Global financial crisis and s…Characterising the Financial Cycle: A Multivariate and Time-Varying Approach (2015)Characterising the Financial …Timescale-dependent stock market comovement: BRICs vs. developed markets (2014)Timescale-dependent stock mar…Do global factors impact BRICS stock markets? A quantile regression approach (2014)Do global factors impact BRIC…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Curbing the Credit Cycle (2013)Curbing the Credit CycleA wavelet decomposition approach to crude oil price and exchange rate dependence (2013)A wavelet decomposition appro…Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity (2011)Quasi real time early warning…Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Copula Methods in Finance (2004)Copula Methods in FinanceA Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies (2024)Capital flow dynamics and the…Forecasting crude oil price using LSTM neural networks (2022)Forecasting crude oil price u…A new decomposition ensemble model for stock price forecasting based on system clustering and particle swarm optimization (2022)A new decomposition ensemble …Research on the Impact of Green Technology Innovation on Energy Total Factor Productivity, Based on Provincial Data of China (2021)Research on the Impact of Gre…Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction (2021)Jointly modeling transfer lea…Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis (2021)Dynamic interactions between …Does Digital Financial Inclusion Affect Agricultural Eco-Efficiency? A Case Study on China (2021)Does Digital Financial Inclus…Financial cycles around the world (2020)Financial cycles around the w…Do Tense Geopolitical Factors Drive Crude Oil Prices? (2020)Do Tense Geopolitical Factors…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2016)Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017)Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Rising inequality as a cause of the present crisis (2013)Fostering Green Investments and Tackling Climate-Related Financial Risks: Which Role for Macroprudential Policies? (2018)Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021)The General Theory of Employment, Interest and Money. (1936)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)The New Political Economy of the Macroprudential Ideational Shift (2012)The great mortgaging: housing finance, crises and business cycles (2016)A model of investor sentiment /Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis (2017)The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)Portfolio Selection (1952)An Introduction to Copulas (1999)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Modelling oil price and exchange rate co-movements (2011)Individual investor perceptions and behavior during the financial crisis (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? (2017)Structural breaks and volatility forecasting in the copper futures market (2017)How do equity markets react to COVID-19? Evidence from emerging and developed countries (2020)The Driver of Green Innovation and Green Image – Green Core Competence (2007)Necessity as the mother of ‘green’ inventions: Institutional pressures and environmental innovations (2012)Financial development and innovation: Cross-country evidence (2013)Does corporate environmental responsibility engagement affect firm value? The mediating role of corporate innovation (2019)The impacts of government R&D subsidies on green innovation: Evidence from Chinese energy-intensive firms (2019)Regional gap and the trend of green finance development in China (2021)Leading Indicators of Currency Crises (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Countercyclical Capital Buffers: Exploring Options (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)A Survey of Systemic Risk Analytics (2012)Predicting distress in European banks (2013)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Understanding Relationships Using Copulas (1998)The t Copula and Related Copulas (2007)
this work references cited by second hop

References

  • 2004Copula Methods in Finance2,013 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
  • 2013Curbing the Credit Cycle451 cited
  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2018Green loan and subsidy for promoting clean production innovation414 cited
  • 2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity388 cited
  • 2013A wavelet decomposition approach to crude oil price and exchange rate dependence254 cited
  • 2015Global financial crisis and spillover effects among the U.S. and BRICS stock markets225 cited
  • 2017Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows213 cited
  • 2016The impact of crude oil prices on financial market indicators: copula approach144 cited
  • 2015Characterising the Financial Cycle: A Multivariate and Time-Varying Approach104 cited
  • 2014Timescale-dependent stock market comovement: BRICs vs. developed markets90 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018Asymmetric Effects on Risks of Virtual Financial Assets (VFAs) in different regimes: A Case of Bitcoin59 cited
  • 2016Financial Cycle, Business Cycle and Monetary Policy: Evidence from Four Major Economies51 cited
  • Cited by

    • 2020Do Tense Geopolitical Factors Drive Crude Oil Prices?113 cited
    • 2021Research on the Impact of Green Technology Innovation on Energy Total Factor Productivity, Based on Provincial Data of China79 cited
    • 2021Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction54 cited
    • 2022A new decomposition ensemble model for stock price forecasting based on system clustering and particle swarm optimization51 cited
    • 2021Does Digital Financial Inclusion Affect Agricultural Eco-Efficiency? A Case Study on China46 cited
    • 2021Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis40 cited
    • 2020Financial cycles around the world37 cited
    • 2022Forecasting crude oil price using LSTM neural networks34 cited
    • 2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies23 cited