BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

400 related articles for article (PubMed ID: 34754971)

  • 1. Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies.
    Owusu Junior P; Adam AM; Asafo-Adjei E; Boateng E; Hamidu Z; Awotwe E
    Heliyon; 2021 Oct; 7(10):e08211. PubMed ID: 34754971
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis.
    Agyei SK; Owusu Junior P; Bossman A; Asafo-Adjei E; Asiamah O; Adam AM
    PLoS One; 2022; 17(7):e0271088. PubMed ID: 35895731
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Stock market comovements among Asian emerging economies: A wavelet-based approach.
    Younis I; Longsheng C; Basheer MF; Joyo AS
    PLoS One; 2020; 15(10):e0240472. PubMed ID: 33044995
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Emerging markets equities' response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era.
    Agyei SK
    Heliyon; 2023 Feb; 9(2):e13319. PubMed ID: 36814626
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Fresh evidence on connectedness between prominent markets during COVID-19 pandemic.
    Younis I; Hkiri B; Shah WU; Qureshi F; Ilyas M; Longsheng C
    Environ Sci Pollut Res Int; 2023 Feb; 30(9):22430-22457. PubMed ID: 36287363
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Risk and causality Co-movement of Malaysia's stock market with its emerging and OECD trading partners. Evidence from the wavelet approach.
    Wang X; Guo H; Waris M; Din BH
    PLoS One; 2024; 19(1):e0296712. PubMed ID: 38271459
    [TBL] [Abstract][Full Text] [Related]  

  • 7. COVID-19 and stock exchange return variation: empirical evidences from econometric estimation.
    Latif Y; Shunqi G; Bashir S; Iqbal W; Ali S; Ramzan M
    Environ Sci Pollut Res Int; 2021 Nov; 28(42):60019-60031. PubMed ID: 34155586
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Investor sentiments and stock markets during the COVID-19 pandemic.
    Cevik E; Kirci Altinkeski B; Cevik EI; Dibooglu S
    Financ Innov; 2022; 8(1):69. PubMed ID: 35814528
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Is this time really different? Flight-to-safety and the COVID-19 crisis.
    Löwen C; Kchouri B; Lehnert T
    PLoS One; 2021; 16(5):e0251752. PubMed ID: 34038444
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic.
    Boateng E; Adam AM; Junior PO
    Resour Policy; 2021 Dec; 74():102389. PubMed ID: 34629684
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies.
    Asafo-Adjei E; Boateng E; Isshaq Z; Idun AA; Owusu Junior P; Adam AM
    PLoS One; 2021; 16(11):e0259303. PubMed ID: 34762668
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Investor attention on COVID-19 and African stock returns.
    Iyke BN; Ho SY
    MethodsX; 2021; 8():101195. PubMed ID: 34434722
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices.
    Choi SY; Hong C
    PLoS One; 2020; 15(5):e0232508. PubMed ID: 32369536
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach.
    Tran MP; Vo DH
    PLoS One; 2023; 18(5):e0285279. PubMed ID: 37146006
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Impact of COVID-19 and economic policy uncertainty on China's stock market returns: evidence from quantile-on-quantile and causality-in-quantiles approaches.
    Ullah A; Zhao X; Amin A; Syed AA; Riaz A
    Environ Sci Pollut Res Int; 2023 Jan; 30(5):12596-12607. PubMed ID: 36109486
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era.
    Bossman A; Owusu Junior P; Tiwari AK
    Heliyon; 2022 Apr; 8(4):e09215. PubMed ID: 35399378
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX.
    Sheikh SP; Jamil SA; Aysan AF; Atif M; Rabbani MR; Kayani UN
    Heliyon; 2023 Nov; 9(11):e21094. PubMed ID: 38027772
    [TBL] [Abstract][Full Text] [Related]  

  • 18. COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis.
    Karamti C; Belhassine O
    Financ Res Lett; 2022 Mar; 45():102136. PubMed ID: 35221810
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure.
    Papadamou S; Fassas AP; Kenourgios D; Dimitriou D
    J Econ Asymmetries; 2023 Nov; 28():e00317. PubMed ID: 37325185
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold.
    Chkili W; Ben Rejeb A; Arfaoui M
    Resour Policy; 2021 Dec; 74():102407. PubMed ID: 34658486
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 20.