These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

204 related articles for article (PubMed ID: 37326730)

  • 21. Uncovering the asymmetric impacts of economic policy uncertainty on green financial markets in China.
    Xi Z; Wang H; Sun Q; Ma R
    Environ Sci Pollut Res Int; 2023 Dec; 30(60):126214-126226. PubMed ID: 38010546
    [TBL] [Abstract][Full Text] [Related]  

  • 22. Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets.
    Lou Y; Xiao C; Lian Y
    PLoS One; 2024; 19(1):e0296501. PubMed ID: 38165992
    [TBL] [Abstract][Full Text] [Related]  

  • 23. The spillover effects of China's regional environmental markets to local listed firms: a risk Granger causality approach.
    Zhu S; Tang Y; Qiao X; Peng C; Li D
    Environ Sci Pollut Res Int; 2020 Dec; 27(35):44123-44136. PubMed ID: 32761345
    [TBL] [Abstract][Full Text] [Related]  

  • 24. Research on the dynamic spillover of stock markets under COVID-19-Taking the stock markets of China, Japan, and South Korea as an example.
    Zhou B; Yin Q; Wang S; Li T
    Front Public Health; 2022; 10():1008348. PubMed ID: 36438261
    [TBL] [Abstract][Full Text] [Related]  

  • 25. Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
    Hussain M; Rehman RU
    Environ Sci Pollut Res Int; 2023 Feb; 30(6):14212-14222. PubMed ID: 36138292
    [TBL] [Abstract][Full Text] [Related]  

  • 26. Impact persistence of stock market risks in commodity markets: Evidence from China.
    Ding S; Yuan Z; Chen F; Xiong X; Lu Z; Cui T
    PLoS One; 2021; 16(11):e0259308. PubMed ID: 34748595
    [TBL] [Abstract][Full Text] [Related]  

  • 27. Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis.
    Khalfaoui R; Mefteh-Wali S; Dogan B; Ghosh S
    Int Rev Financ Anal; 2023 Mar; 86():102496. PubMed ID: 36647370
    [TBL] [Abstract][Full Text] [Related]  

  • 28. 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]  

  • 29. Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis.
    Özdemir O
    Financ Innov; 2022; 8(1):12. PubMed ID: 35132369
    [TBL] [Abstract][Full Text] [Related]  

  • 30. Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses.
    Su X; Li Y
    PLoS One; 2020; 15(12):e0242515. PubMed ID: 33270645
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Extreme risk spillover from uncertainty to carbon markets in China and the EU-A time varying copula approach.
    Gao Q; Zeng H; Sun G; Li J
    J Environ Manage; 2023 Jan; 326(Pt A):116634. PubMed ID: 36423437
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Nonlinear dependence between China's carbon market and stock market: new evidence from quantile coherency and causality-in-quantiles.
    Jiang Y; Liu L; Mu J
    Environ Sci Pollut Res Int; 2022 Jun; 29(30):46064-46076. PubMed ID: 35157201
    [TBL] [Abstract][Full Text] [Related]  

  • 33. Covid-19 and oil and gold price volatilities: Evidence from China market.
    Cui Xiaozhong ; Yen-Ku K; Maneengam A; Cong PT; Quynh NN; Ageli MM; Wisetsri W
    Resour Policy; 2022 Dec; 79():103024. PubMed ID: 36193258
    [TBL] [Abstract][Full Text] [Related]  

  • 34. 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]  

  • 35. Dynamic spillover between crude oil, gold, and Chinese stock market sectors -analysis of spillovers during financial crisis data during the last two decades.
    Wu Y; Mai C
    Heliyon; 2024 May; 10(9):e30219. PubMed ID: 38756561
    [TBL] [Abstract][Full Text] [Related]  

  • 36. The Analysis of Causality and Risk Spillover between Crude Oil and China's Agricultural Futures.
    Jiang W; Gao R; Lu C
    Int J Environ Res Public Health; 2022 Aug; 19(17):. PubMed ID: 36078308
    [TBL] [Abstract][Full Text] [Related]  

  • 37. Frequency spillover effects between natural gas market, uncertainty, and stock market: new evidence from China.
    Cao Q; Yang X; Yu W
    Environ Sci Pollut Res Int; 2023 Nov; 30(55):117265-117276. PubMed ID: 37863856
    [TBL] [Abstract][Full Text] [Related]  

  • 38. Emerging stock market reactions to shocks during various crisis periods.
    Bhowmik R; Debnath GC; Debnath NC; Wang S
    PLoS One; 2022; 17(9):e0272450. PubMed ID: 36099256
    [TBL] [Abstract][Full Text] [Related]  

  • 39. Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis.
    Zeng H; Lu R; Ahmed AD
    J Environ Manage; 2023 Aug; 340():117912. PubMed ID: 37094388
    [TBL] [Abstract][Full Text] [Related]  

  • 40. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.
    Mensi W; Maitra D; Selmi R; Vo XV
    Financ Innov; 2023; 9(1):47. PubMed ID: 36777284
    [TBL] [Abstract][Full Text] [Related]  

    [Previous]   [Next]    [New Search]
    of 11.