BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

161 related articles for article (PubMed ID: 38165992)

  • 1. 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]  

  • 2. 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]  

  • 3. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
    Youssef M; Mokni K; Ajmi AN
    Financ Innov; 2021; 7(1):13. PubMed ID: 35024274
    [TBL] [Abstract][Full Text] [Related]  

  • 4. The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network.
    Khalfaoui R; Ben Jabeur S; Dogan B
    J Environ Manage; 2022 Mar; 306():114493. PubMed ID: 35042171
    [TBL] [Abstract][Full Text] [Related]  

  • 5. 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]  

  • 6. Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index.
    Lim SY; Choi SY
    PLoS One; 2022; 17(11):e0277261. PubMed ID: 36395202
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic.
    Mensi W; Reboredo JC; Ugolini A
    Resour Policy; 2021 Oct; 73():102217. PubMed ID: 36567727
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Extreme return connectedness between renewable energy tokens and renewable energy stock markets: evidence from a quantile-based analysis.
    Ustaoglu E
    Environ Sci Pollut Res Int; 2024 Jan; 31(4):5086-5099. PubMed ID: 38114703
    [TBL] [Abstract][Full Text] [Related]  

  • 9. The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war.
    Choi SY
    Heliyon; 2023 Sep; 9(9):e19726. PubMed ID: 37809919
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis.
    Aloui R; Ben Jabeur S; Mefteh-Wali S
    Res Int Bus Finance; 2022 Dec; 62():101709. PubMed ID: 35822062
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis.
    Ha LT
    Environ Sci Pollut Res Int; 2023 Feb; 30(9):23110-23123. PubMed ID: 36316555
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies.
    Tiwari AK; Aikins Abakah EJ; Gabauer D; Dwumfour RA
    Glob Financ J; 2022 Feb; 51():100692. PubMed ID: 38013879
    [TBL] [Abstract][Full Text] [Related]  

  • 13. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications.
    Morema K; Bonga-Bonga L
    Resour Policy; 2020 Oct; 68():101740. PubMed ID: 34173413
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US.
    Li X; Li B; Wei G; Bai L; Wei Y; Liang C
    Resour Policy; 2021 Oct; 73():102166. PubMed ID: 34539034
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Riding the waves: A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic.
    Kayani U; Aysan AF; Khan M; Khan M; Nawaz F
    Heliyon; 2024 Feb; 10(4):e25203. PubMed ID: 38370190
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China.
    Chen H; Xu C; Peng Y
    Resour Policy; 2022 Sep; 78():102874. PubMed ID: 35765415
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Asymmetric volatility spillover among Chinese sectors during COVID-19.
    Shahzad SJH; Naeem MA; Peng Z; Bouri E
    Int Rev Financ Anal; 2021 May; 75():101754. PubMed ID: 36568735
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold.
    Liu X; Shehzad K; Kocak E; Zaman U
    Resour Policy; 2022 Dec; 79():102985. PubMed ID: 36091721
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic.
    Zhu P; Tang Y; Wei Y; Lu T
    Energy (Oxf); 2021 Sep; 231():120949. PubMed ID: 36569992
    [TBL] [Abstract][Full Text] [Related]  

  • 20. An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis.
    Ha LT; Nham NTH
    Technol Forecast Soc Change; 2022 Oct; 183():121909. PubMed ID: 35919892
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 9.