Title:Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis Author(s):LABIDI, Chiaz; RAHMAN, Md Lutfur; HEDSTROEM, Axel; UDDIN, Gazi Salah; BEKIROS, Stelios D.Date:2018Citation:
- International review of financial analysis, Vol. 59, pp. 179-211
Type:ArticleAbstract:This paper examines the cross-quantile dependence between developed and emerging market stock returns and investigates its time-varying characteristics, using recursive sample estimations. The results based on cross-quantilogram ...
Title:Services policy reform and manufacturing employment : evidence from transition economies Author(s):FIORINI, Matteo; HOEKMAN, Bernard M. ; MALGOUYRES, ClémentDate:2018Citation:
- World economy, 2018, Vol. 41, No. 9, pp. 2320-2348
Type:ArticleAbstract:Policy reforms targeting the services sectors are a neglected dimension of the process of structural transformation and economic development. The effects of such reforms on employment across industries as a function of ...
Title:The nexus between geopolitical uncertainty and crude oil markets : an entropy-based wavelet analysis Author(s):UDDIN, Gazi Salah; BEKIROS, Stelios D.; AHMED, AliDate:2018Citation:
- Physica A : statistical mechanics and its applications, 2018, Vol. 495, pp. 30-39
Type:ArticleAbstract:The global financial crisis and the subsequent geopolitical turbulence in energy markets have brought increased attention to the proper statistical modeling especially of the crude oil markets. In particular, we utilize a ...