BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

186 related articles for article (PubMed ID: 32836478)

  • 21. The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis.
    Maghyereh A; Abdoh H; Wątorek M
    Qual Quant; 2023; 57(2):1889-1903. PubMed ID: 35729962
    [TBL] [Abstract][Full Text] [Related]  

  • 22. Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach.
    Hkiri B; Béjaoui A; Gharib C; AlNemer HA
    Heliyon; 2021 Sep; 7(9):e08028. PubMed ID: 34622045
    [TBL] [Abstract][Full Text] [Related]  

  • 23. Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis.
    Fu Z; Niu H; Wang W
    Comput Econ; 2022 Aug; ():1-25. PubMed ID: 35975113
    [TBL] [Abstract][Full Text] [Related]  

  • 24. Exchange rate expectation, abnormal returns, and the COVID-19 pandemic.
    Beckmann J; Czudaj RL
    J Econ Behav Organ; 2022 Apr; 196():1-25. PubMed ID: 35153348
    [TBL] [Abstract][Full Text] [Related]  

  • 25. Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets.
    Naveed HM; HongXing Y; Memon BA; Ali S; Alhussam MI; Sohu JM
    Technol Forecast Soc Change; 2023 May; 190():122470. PubMed ID: 36896408
    [TBL] [Abstract][Full Text] [Related]  

  • 26. COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis.
    Khan K; Su CW; Khurshid A; Umar M
    Energy (Oxf); 2022 Oct; 256():124607. PubMed ID: 35774292
    [TBL] [Abstract][Full Text] [Related]  

  • 27. Cryptocurrencies Are Becoming Part of the World Global Financial Market.
    Wątorek M; Kwapień J; Drożdż S
    Entropy (Basel); 2023 Feb; 25(2):. PubMed ID: 36832743
    [TBL] [Abstract][Full Text] [Related]  

  • 28. Stock markets' reaction to COVID-19: Cases or fatalities?
    Ashraf BN
    Res Int Bus Finance; 2020 Dec; 54():101249. PubMed ID: 34170989
    [TBL] [Abstract][Full Text] [Related]  

  • 29. Stock markets and the COVID-19 fractal contagion effects.
    Okorie DI; Lin B
    Financ Res Lett; 2021 Jan; 38():101640. PubMed ID: 32837366
    [TBL] [Abstract][Full Text] [Related]  

  • 30. Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures.
    Wang J; Shao W; Kim J
    Chaos Solitons Fractals; 2020 Jul; 136():109896. PubMed ID: 32421108
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic.
    Wang D; Li P; Huang L
    Financ Res Lett; 2022 May; 46():102244. PubMed ID: 35431670
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Investigating the Psychology of Financial Markets During COVID-19 Era: A Case Study of the US and European Markets.
    Shehzad K; Xiaoxing L; Arif M; Rehman KU; Ilyas M
    Front Psychol; 2020; 11():1924. PubMed ID: 33013504
    [TBL] [Abstract][Full Text] [Related]  

  • 33. Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19.
    Drożdż S; Kwapień J; Oświęcimka P; Stanisz T; Wątorek M
    Entropy (Basel); 2020 Sep; 22(9):. PubMed ID: 33286816
    [TBL] [Abstract][Full Text] [Related]  

  • 34. Multifractal analysis of financial markets: a review.
    Jiang ZQ; Xie WJ; Zhou WX; Sornette D
    Rep Prog Phys; 2019 Dec; 82(12):125901. PubMed ID: 31505468
    [TBL] [Abstract][Full Text] [Related]  

  • 35. Cryptocurrency Market Consolidation in 2020-2021.
    Kwapień J; Wątorek M; Drożdż S
    Entropy (Basel); 2021 Dec; 23(12):. PubMed ID: 34945980
    [TBL] [Abstract][Full Text] [Related]  

  • 36. Multifractal detrended cross-correlation analysis of wind speed and solar radiation.
    Plocoste T; Pavón-Domínguez P
    Chaos; 2020 Nov; 30(11):113109. PubMed ID: 33261347
    [TBL] [Abstract][Full Text] [Related]  

  • 37. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques.
    Adekoya OB; Oliyide JA
    Resour Policy; 2021 Mar; 70():101898. PubMed ID: 34173426
    [TBL] [Abstract][Full Text] [Related]  

  • 38. The impact of COVID-19 on emerging stock markets.
    Topcu M; Gulal OS
    Financ Res Lett; 2020 Oct; 36():101691. PubMed ID: 32837378
    [TBL] [Abstract][Full Text] [Related]  

  • 39. On the multifractal analysis of air quality index time series before and during COVID-19 partial lockdown: A case study of Shanghai, China.
    Li X
    Physica A; 2021 Mar; 565():125551. PubMed ID: 33250563
    [TBL] [Abstract][Full Text] [Related]  

  • 40. A time-frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets.
    Umar Z; Gubareva M
    J Behav Exp Finance; 2020 Dec; 28():100404. PubMed ID: 32983899
    [TBL] [Abstract][Full Text] [Related]  

    [Previous]   [Next]    [New Search]
    of 10.