| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets |
0 |
0 |
0 |
6 |
0 |
1 |
9 |
41 |
| A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices |
0 |
0 |
1 |
29 |
0 |
0 |
9 |
124 |
| A wavelet analysis of co-movements in Asian gold markets |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
71 |
| Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes |
0 |
0 |
1 |
9 |
0 |
2 |
15 |
45 |
| Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach |
0 |
0 |
0 |
4 |
1 |
2 |
11 |
40 |
| Are exchange rates interdependent? Evidence using wavelet analysis |
0 |
0 |
1 |
12 |
0 |
1 |
12 |
53 |
| Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? |
0 |
0 |
0 |
7 |
0 |
1 |
11 |
36 |
| Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach |
0 |
0 |
0 |
0 |
1 |
3 |
33 |
49 |
| Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models |
0 |
0 |
1 |
15 |
1 |
2 |
15 |
126 |
| Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach |
0 |
0 |
0 |
6 |
0 |
1 |
13 |
48 |
| Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market |
0 |
0 |
1 |
9 |
0 |
2 |
15 |
69 |
| Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets |
1 |
1 |
6 |
42 |
1 |
2 |
32 |
165 |
| Can We Predict Exchange Rate Movements at Short Horizons? |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
64 |
| Can bonds hedge stock market risks? Green bonds vs conventional bonds |
0 |
0 |
5 |
41 |
1 |
3 |
39 |
128 |
| Changes of firm size distribution: The case of Korea |
0 |
0 |
0 |
22 |
0 |
0 |
10 |
81 |
| Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
57 |
| Cross-country determinants of economic policy uncertainty spillovers |
0 |
0 |
0 |
64 |
0 |
0 |
15 |
283 |
| Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
12 |
| Directional spillover effects between ASEAN and world stock markets |
0 |
0 |
2 |
21 |
0 |
0 |
32 |
132 |
| Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors |
1 |
1 |
1 |
4 |
1 |
1 |
9 |
28 |
| Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach |
0 |
0 |
1 |
9 |
1 |
1 |
13 |
38 |
| Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy |
0 |
0 |
0 |
2 |
0 |
1 |
17 |
28 |
| Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market |
0 |
0 |
0 |
5 |
1 |
1 |
8 |
28 |
| Dynamic Spillover and Hedging among Carbon, Biofuel and Oil |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
21 |
| Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis |
0 |
0 |
2 |
35 |
1 |
3 |
25 |
124 |
| Dynamic connectedness among regional FinTech indices in times of turbulences |
0 |
0 |
0 |
5 |
0 |
1 |
11 |
22 |
| Dynamic connectedness network in economic policy uncertainties |
0 |
0 |
0 |
15 |
0 |
1 |
9 |
61 |
| Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets |
0 |
0 |
1 |
7 |
0 |
1 |
8 |
33 |
| Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model |
0 |
0 |
2 |
11 |
0 |
1 |
37 |
82 |
| Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets |
2 |
3 |
10 |
118 |
4 |
13 |
50 |
419 |
| Dynamic spillovers among major energy and cereal commodity prices |
0 |
0 |
2 |
68 |
0 |
3 |
24 |
348 |
| Dynamic spillovers between Shanghai and London nonferrous metal futures markets |
0 |
0 |
0 |
9 |
2 |
4 |
18 |
74 |
| Dynamical stochastic processes of returns in financial markets |
0 |
0 |
0 |
3 |
0 |
3 |
13 |
33 |
| Dynamical structures of high-frequency financial data |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
21 |
| Dynamical volatilities for yen–dollar exchange rates |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
35 |
| Dynamics of the minority game for patients |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
24 |
| Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden |
0 |
0 |
0 |
2 |
0 |
1 |
17 |
53 |
| Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets |
0 |
0 |
1 |
16 |
0 |
1 |
12 |
51 |
| Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets |
0 |
0 |
2 |
91 |
2 |
37 |
62 |
350 |
| Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
14 |
| Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 |
0 |
0 |
0 |
19 |
0 |
1 |
18 |
99 |
| FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis |
0 |
0 |
2 |
45 |
1 |
3 |
19 |
159 |
| FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
79 |
| Financial crises and dynamic spillovers among Chinese stock and commodity futures markets |
0 |
0 |
1 |
5 |
1 |
1 |
7 |
30 |
| Financial instability and environmental degradation: a panel data investigation |
0 |
0 |
2 |
9 |
0 |
1 |
12 |
27 |
| Forecasting volatility of crude oil markets |
1 |
3 |
6 |
323 |
2 |
6 |
19 |
836 |
| Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis |
0 |
0 |
0 |
28 |
0 |
0 |
13 |
119 |
| Herd behaviors in the stock and foreign exchange markets |
0 |
0 |
0 |
6 |
0 |
1 |
6 |
44 |
| Herding behaviour in Korea’s cryptocurrency market |
0 |
0 |
0 |
7 |
0 |
2 |
12 |
31 |
| How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons |
0 |
0 |
0 |
2 |
0 |
1 |
14 |
22 |
| How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process |
1 |
1 |
3 |
61 |
1 |
2 |
24 |
272 |
| How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic? |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
15 |
| Impact of food price volatility on the US restaurant sector |
0 |
1 |
3 |
14 |
0 |
3 |
20 |
47 |
| Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching |
0 |
0 |
3 |
28 |
1 |
3 |
15 |
99 |
| Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea |
0 |
0 |
3 |
222 |
2 |
4 |
94 |
1,586 |
| Impact of oil price risk on sectoral equity markets: Implications on portfolio management |
0 |
0 |
0 |
19 |
0 |
0 |
17 |
133 |
| Inflation cycle synchronization in ASEAN countries |
0 |
0 |
0 |
13 |
0 |
1 |
12 |
96 |
| Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
23 |
| Interdependence and spillovers between big oil companies and regional and global energy equity markets |
0 |
0 |
1 |
1 |
0 |
1 |
20 |
24 |
| Interdependence between foreign exchange rate and international reserves: Fresh evidence from China |
0 |
0 |
2 |
2 |
0 |
0 |
15 |
24 |
| Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis |
0 |
0 |
2 |
20 |
1 |
3 |
33 |
109 |
| Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market |
0 |
0 |
0 |
23 |
0 |
3 |
26 |
108 |
| Investor Sentiment and Herding Behavior in the Korean Stock Market |
0 |
0 |
2 |
23 |
3 |
7 |
65 |
172 |
| Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach |
0 |
0 |
0 |
4 |
0 |
0 |
9 |
39 |
| Long memory features in the high frequency data of the Korean stock market |
0 |
0 |
0 |
7 |
1 |
3 |
11 |
64 |
| Long memory properties in return and volatility: Evidence from the Korean stock market |
0 |
0 |
2 |
21 |
0 |
0 |
13 |
94 |
| Long memory volatility in Chinese stock markets |
0 |
1 |
1 |
10 |
1 |
2 |
18 |
84 |
| Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks |
0 |
0 |
1 |
3 |
0 |
14 |
37 |
49 |
| Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan |
0 |
0 |
0 |
2 |
1 |
1 |
15 |
23 |
| Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
55 |
| Modeling and Forecasting the Volatility of Eastern European Emerging Markets |
0 |
0 |
0 |
2 |
0 |
1 |
13 |
27 |
| Modeling and forecasting the volatility of petroleum futures prices |
1 |
1 |
3 |
90 |
1 |
5 |
22 |
319 |
| Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets |
0 |
0 |
1 |
10 |
0 |
0 |
11 |
65 |
| Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets |
0 |
1 |
1 |
11 |
0 |
2 |
10 |
64 |
| Monotone strong increases in risk and their comparative statics |
0 |
0 |
0 |
11 |
0 |
0 |
5 |
46 |
| Multi-scale causality and extreme tail inter-dependence among housing prices |
0 |
0 |
0 |
9 |
0 |
1 |
12 |
69 |
| Multifractal features of financial markets |
0 |
0 |
0 |
4 |
0 |
2 |
12 |
48 |
| Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries |
1 |
1 |
1 |
5 |
2 |
3 |
10 |
43 |
| Network connectedness and net spillover between financial and commodity markets |
0 |
0 |
2 |
40 |
1 |
3 |
25 |
159 |
| Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices |
1 |
1 |
2 |
22 |
1 |
3 |
12 |
72 |
| Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets |
0 |
0 |
1 |
11 |
0 |
0 |
13 |
39 |
| Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada |
0 |
0 |
1 |
9 |
1 |
1 |
13 |
36 |
| OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration |
0 |
0 |
0 |
26 |
0 |
1 |
13 |
122 |
| OPEC news and jumps in the oil market |
1 |
1 |
1 |
11 |
2 |
3 |
14 |
42 |
| OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
54 |
| On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests |
0 |
0 |
1 |
4 |
0 |
1 |
17 |
28 |
| Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
33 |
| Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes |
0 |
0 |
0 |
6 |
0 |
3 |
11 |
30 |
| Regional and copula estimation effects on EU and US energy equity portfolios |
0 |
0 |
0 |
3 |
0 |
1 |
8 |
76 |
| Relationship between International Reserves and FX Rate Movements |
1 |
1 |
1 |
10 |
1 |
3 |
16 |
48 |
| Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks |
0 |
0 |
1 |
2 |
0 |
1 |
18 |
22 |
| Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor |
0 |
0 |
1 |
21 |
1 |
1 |
23 |
68 |
| Spillovers and diversification potential of bank equity returns from developed and emerging America |
1 |
1 |
1 |
3 |
2 |
2 |
13 |
40 |
| Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities |
1 |
1 |
5 |
10 |
1 |
2 |
28 |
42 |
| Spillovers and portfolio optimization of agricultural commodity and global equity markets |
0 |
0 |
1 |
10 |
1 |
2 |
11 |
34 |
| Spillovers and portfolio optimization of precious metals and global/regional equity markets |
0 |
0 |
2 |
6 |
0 |
2 |
33 |
44 |
| Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements |
1 |
2 |
3 |
32 |
1 |
3 |
17 |
159 |
| Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China |
0 |
0 |
0 |
4 |
0 |
1 |
11 |
52 |
| Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate |
0 |
0 |
1 |
60 |
2 |
3 |
10 |
184 |
| Structural changes and volatility transmission in crude oil markets |
0 |
0 |
0 |
19 |
0 |
1 |
13 |
86 |
| Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns |
0 |
0 |
0 |
4 |
0 |
0 |
16 |
56 |
| Switching spillovers and connectedness between Sukuk and international Islamic stock markets |
1 |
1 |
6 |
15 |
2 |
3 |
14 |
37 |
| Tail dependence risk and spillovers between oil and food prices |
0 |
0 |
0 |
5 |
1 |
1 |
8 |
31 |
| The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange |
0 |
0 |
0 |
4 |
0 |
0 |
10 |
38 |
| The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns |
0 |
0 |
0 |
8 |
0 |
1 |
8 |
63 |
| The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia |
0 |
0 |
1 |
6 |
1 |
1 |
8 |
50 |
| The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories |
0 |
0 |
0 |
13 |
1 |
1 |
20 |
123 |
| The influence of oil, gold and stock market index on US equity sectors |
1 |
1 |
1 |
12 |
1 |
2 |
7 |
27 |
| Time-frequency co-movements between the largest nonferrous metal futures markets |
0 |
0 |
1 |
8 |
0 |
0 |
10 |
56 |
| Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks |
0 |
0 |
1 |
9 |
1 |
1 |
15 |
98 |
| Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic |
0 |
0 |
0 |
1 |
0 |
2 |
20 |
27 |
| VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES |
0 |
0 |
0 |
30 |
1 |
3 |
7 |
127 |
| VOLATILITY DYNAMICS OF EURO–DOLLAR FOREIGN EXCHANGE MARKET |
0 |
0 |
0 |
30 |
0 |
2 |
12 |
115 |
| Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation |
0 |
0 |
0 |
13 |
1 |
1 |
13 |
68 |
| Weather effects on returns: Evidence from the Korean stock market |
0 |
0 |
0 |
42 |
1 |
3 |
13 |
163 |
| Weather effects on the returns and volatility of the Shanghai stock market |
0 |
0 |
0 |
20 |
0 |
0 |
17 |
134 |
| What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach |
0 |
0 |
0 |
32 |
1 |
1 |
14 |
124 |
| Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies |
0 |
0 |
0 |
3 |
1 |
1 |
7 |
20 |
| Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
28 |
| Why cryptocurrency markets are inefficient: The impact of liquidity and volatility |
0 |
2 |
10 |
101 |
0 |
3 |
61 |
390 |
| Total Journal Articles |
16 |
25 |
124 |
2,481 |
61 |
238 |
1,970 |
11,999 |
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