Purpose While changes in stock prices are said to affect exchange rates, exchange rate
changes are also said to affect stock prices. The purpose of this paper is threefold. First, the …

This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …

This paper examines the dependence structure between the emerging stock markets of the
BRICS countries and influential global factors. Using the quantile regression approach, our …

We study the cross-quantile dependence of renewable energy (RE) stock returns on
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …

This study analyses technical and allocative efficiencies in Turkish banks from December
2002 to December 2017, under the assumption of constant returns to scale. We apply a …

Using half-rotated technology of copula, this study proposes a generalized autoregressive
conditional heteroskedasticity (GARCH) copula quantile regression (CQR) model to …

This paper proposes a quantile variance decomposition framework for measuring extreme
risk spillover effects across international stock markets. The framework extends the spillover …

Empirical findings focusing on the relationship between capital markets and macroeconomic
variables are used as data sources in determining policies for the development of the …

This study examines the relationships between real exchange rate returns and real stock
price returns in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom …

This article is the first one to examine the moderating role of bitcoin sentiment indices on the
short term and long-term time–frequency-based good and bad network connectedness of all …