Abstract of associated article: We examine the impact of quantile and interquantile oil price movements on different stock return quantiles by testing the hypothesis of equality in conditional and unc

Mendeley Data2024-06-25 更新60

Asymmetric Shock Transmission and Market Resilience: Insights from the BRICS Equity Markets

金融市场联动性

经济韧性评估

1. The indices of the BRICS stock markets and US. • S&P 500 – SP500 • National stock exchange – NIFTY • Brazil stock exchange – BVSP • Shanghai stock exchange – SSE • Moscow stock exchange – MOEX •

Mendeley Data40

The observed periods of cointegration and Granger causality (in long run) between the FTSE 100 and EURO STOXX 50 during 1998–2015.

金融市场联动性

时间序列协整检验

The observed periods of cointegration and Granger causality (in long run) between the FTSE 100 and EURO STOXX 50 during 1998–2015.

NIAID Data Ecosystem70

Unit root test – Augmented Dickey-Fuller.

金融市场联动性

疫情对股市影响

This study examined the co-movement between New York and Shanghai stock markets, and twelve African stock markets, before, during, and after the COVID-19 pandemic. Daily composite indices from January

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Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses

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