Journal Article |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A simple spatial dependence test robust to local and distributional misspecifications |
0 |
0 |
0 |
11 |
1 |
2 |
3 |
50 |
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
67 |
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach |
0 |
0 |
3 |
147 |
1 |
2 |
10 |
423 |
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression |
0 |
0 |
4 |
66 |
1 |
1 |
12 |
204 |
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
38 |
Causal relationship among cryptocurrencies: A conditional quantile approach |
1 |
2 |
6 |
18 |
2 |
3 |
8 |
50 |
Crude oil and stock markets: Causal relationships in tails? |
0 |
1 |
3 |
30 |
1 |
2 |
10 |
179 |
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach |
0 |
0 |
3 |
69 |
0 |
2 |
7 |
236 |
Determinants of systematic risk in the US Restaurant industry |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
11 |
Determinants of volatility on international tourism demand for South Korea: an empirical note |
0 |
0 |
1 |
38 |
0 |
0 |
1 |
120 |
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea |
1 |
1 |
1 |
12 |
2 |
3 |
5 |
29 |
Do net positions in the futures market cause spot prices of crude oil? |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
99 |
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach |
0 |
0 |
1 |
4 |
1 |
1 |
5 |
20 |
Dynamic conditional relationships between developed and emerging markets |
0 |
0 |
2 |
9 |
1 |
2 |
4 |
41 |
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
58 |
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches |
0 |
0 |
1 |
11 |
0 |
1 |
4 |
38 |
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches |
1 |
2 |
2 |
12 |
3 |
4 |
7 |
40 |
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
113 |
Generalized empirical likelihood specification test robust to local misspecification |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
33 |
Global energy intensity convergence using a spatial panel growth model |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
5 |
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures |
0 |
0 |
1 |
1 |
2 |
2 |
5 |
5 |
Information theoretic approaches to income density estimation with an application to the U.S. income data |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
16 |
Information theoretic approaches to income density estimation with an application to the U.S. income data |
0 |
0 |
2 |
10 |
0 |
0 |
3 |
41 |
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis |
2 |
3 |
3 |
5 |
2 |
3 |
3 |
11 |
Maximum entropy autoregressive conditional heteroskedasticity model |
0 |
0 |
5 |
107 |
0 |
0 |
15 |
308 |
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach |
0 |
0 |
6 |
17 |
1 |
1 |
13 |
37 |
Money demand in China and time-varying cointegration |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
231 |
Multivariate density forecast evaluation: A modified approach |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
70 |
Nonlinear dependence between stock and real estate markets in China |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
107 |
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
71 |
Oil prices and stock markets: Does the effect of uncertainty change over time? |
0 |
0 |
1 |
53 |
0 |
0 |
5 |
187 |
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
20 |
Optimal Portfolio Diversification Using the Maximum Entropy Principle |
1 |
1 |
8 |
253 |
2 |
3 |
25 |
688 |
Optimal conditional hedge ratio: A simple shrinkage estimation approach |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
77 |
Optimal portfolio selection using a simple double-shrinkage selection rule |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
17 |
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns |
0 |
0 |
0 |
22 |
1 |
1 |
4 |
98 |
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
Quantile connectedness between cryptocurrency and commodity futures |
0 |
1 |
2 |
2 |
1 |
3 |
7 |
7 |
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
15 |
Resource abundance and economic growth in China |
0 |
0 |
2 |
55 |
0 |
1 |
5 |
425 |
Testing for a unit root in a nonlinear quantile autoregression framework |
0 |
2 |
2 |
11 |
0 |
2 |
7 |
58 |
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework |
0 |
0 |
3 |
4 |
2 |
3 |
10 |
17 |
The dynamic conditional relationship between stock market returns and implied volatility |
0 |
0 |
1 |
5 |
1 |
3 |
8 |
48 |
The impact of oil price volatility on stock markets: Evidences from oil-importing countries |
2 |
10 |
22 |
53 |
10 |
23 |
83 |
211 |
The role of financial speculation in the energy future markets: A new time-varying coefficient approach |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
74 |
Time‐Varying Investor Herding in Chinese Stock Markets |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
21 |
Total Journal Articles |
8 |
23 |
90 |
1,296 |
37 |
72 |
302 |
4,719 |