203 related articles for article (PubMed ID: 33071422)
1. Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory.
Wang H; Yuan Y; Li Y; Wang X
Econ Model; 2021 Jan; 94():401-414. PubMed ID: 33071422
[TBL] [Abstract][Full Text] [Related]
2. Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19.
Yuan Y; Wang H; Jin X
Int Rev Financ Anal; 2022 Oct; 83():102315. PubMed ID: 36536654
[TBL] [Abstract][Full Text] [Related]
3. Spatial contagion between financial markets: new evidence of asymmetric measures.
Miled W; Ftiti Z; Sahut JM
Ann Oper Res; 2022; 313(2):1183-1220. PubMed ID: 34483427
[TBL] [Abstract][Full Text] [Related]
4. Key market identification, mechanism transmission, and extreme shock during the risk spillover process: an empirical study of the G20 FOREX markets.
Zhou W; Guo J; Chen N; Lu S
Empir Econ; 2023 May; ():1-34. PubMed ID: 37361950
[TBL] [Abstract][Full Text] [Related]
5. On the efficiency of foreign exchange markets in times of the COVID-19 pandemic.
Aslam F; Aziz S; Nguyen DK; Mughal KS; Khan M
Technol Forecast Soc Change; 2020 Dec; 161():120261. PubMed ID: 32836478
[TBL] [Abstract][Full Text] [Related]
6. Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic.
Lu Y; Xiao D; Zheng Z
Nonlinear Dyn; 2023; 111(9):8853-8880. PubMed ID: 36785785
[TBL] [Abstract][Full Text] [Related]
7. The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model.
Niu H; Xu K; Xiong M
Entropy (Basel); 2023 Apr; 25(4):. PubMed ID: 37190407
[TBL] [Abstract][Full Text] [Related]
8. Measuring the integrated risk of China's carbon financial market based on the copula model.
Wang X; Yan L
Environ Sci Pollut Res Int; 2022 Aug; 29(36):54108-54121. PubMed ID: 35294685
[TBL] [Abstract][Full Text] [Related]
9. Financial contagion intensity during the COVID-19 outbreak: A copula approach.
Benkraiem R; Garfatta R; Lakhal F; Zorgati I
Int Rev Financ Anal; 2022 May; 81():102136. PubMed ID: 36536771
[TBL] [Abstract][Full Text] [Related]
10. The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets.
Zitis PI; Kakinaka S; Umeno K; Stavrinides SG; Hanias MP; Potirakis SM
Entropy (Basel); 2023 Dec; 25(12):. PubMed ID: 38136502
[TBL] [Abstract][Full Text] [Related]
11. Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.
Sampid MG; Hasim HM; Dai H
PLoS One; 2018; 13(6):e0198753. PubMed ID: 29933383
[TBL] [Abstract][Full Text] [Related]
12. Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model.
Hu X; Zhu B; Zhang B; Zeng L
PLoS One; 2024; 19(3):e0299237. PubMed ID: 38446813
[TBL] [Abstract][Full Text] [Related]
13. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.
Ben Amar A; Bouattour M; Bellalah M; Goutte S
Financ Res Lett; 2023 Jul; 55():103853. PubMed ID: 37305065
[TBL] [Abstract][Full Text] [Related]
14. Multivariate models of commodity futures markets: a dynamic copula approach.
Chen S; Li Q; Wang Q; Zhang YY
Empir Econ; 2023 Feb; ():1-21. PubMed ID: 36818146
[TBL] [Abstract][Full Text] [Related]
15. Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.
Fry-McKibbin R; Greenwood-Nimmo M; Hsiao CY; Qi L
Financ Res Lett; 2022 Mar; 45():102150. PubMed ID: 35221814
[TBL] [Abstract][Full Text] [Related]
16. Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model.
Tang J; Zhou C; Yuan X; Sriboonchitta S
ScientificWorldJournal; 2015; 2015():125958. PubMed ID: 26351652
[TBL] [Abstract][Full Text] [Related]
17. Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19.
Guo X; Lu F; Wei Y
Res Int Bus Finance; 2021 Dec; 58():101484. PubMed ID: 34518717
[TBL] [Abstract][Full Text] [Related]
18. Copula Variational LSTM for High-Dimensional Cross-Market Multivariate Dependence Modeling.
Xu J; Cao L
IEEE Trans Neural Netw Learn Syst; 2023 Jul; PP():. PubMed ID: 37506022
[TBL] [Abstract][Full Text] [Related]
19. Changing vulnerability in Asia: contagion and spillovers.
Kangogo M; Dungey M; Volkov V
Empir Econ; 2023; 64(5):2315-2355. PubMed ID: 36373092
[TBL] [Abstract][Full Text] [Related]
20. The dependence of Chinese green and conventional bond markets under extreme and normal market conditions.
Zhou X; Zhang R; Polochova V
Environ Sci Pollut Res Int; 2021 Oct; 28(38):53208-53223. PubMed ID: 34023996
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]