Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Year of publication: |
2024
|
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Authors: | Tiwari, Aviral Kumar ; Shahbaz, Muhammad ; Khalfaoui, Rabeh ; Ahmed, Rizwan ; Hammoudeh, Shawkat |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 719-789
|
Subject: | cross-quantilogram | directional predictability | emerging stock markets | exchange rates | oil | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Volatilität | Volatility |
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