A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
MC Wang, T Chang, A Mikhaylov, J Linyu - The North American Journal of …, 2024 - Elsevier
This study applies the Quantile-on-Quantile Connectedness approach to analyze quantile
spillovers between the US yield curve spread (10-year vs. 2-year Treasury yields), the US …
spillovers between the US yield curve spread (10-year vs. 2-year Treasury yields), the US …
Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil
GC Montes, JPN Maia - The North American Journal of Economics and …, 2023 - Elsevier
Analyzing sovereign risk measures for Brazil, we observe that credit rating agencies are
more cautious and conservative than the market to report risk rating improvements, and …
more cautious and conservative than the market to report risk rating improvements, and …
Who has mastered exchange rate ups and downs: China or the United States?
TY Liu, Y Lin - The North American Journal of Economics and Finance, 2024 - Elsevier
This study uses the generalized sup augmented Dickey–Fuller (GSADF) method to study the
beginnings and endings of the China–US exchange rate bubbles that occurred during the …
beginnings and endings of the China–US exchange rate bubbles that occurred during the …
Long memory linkages amongst Latin American stock markets. A fractional cointegration approach
JC Vides - Spanish Journal of Finance and Accounting/Revista …, 2022 - Taylor & Francis
This paper examines long-run relationships amongst six Latin American stock markets as
possible evidence for their economic development, by using fractional cointegration which is …
possible evidence for their economic development, by using fractional cointegration which is …