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Samia Nasreen, Aviral Kumar Tiwari, Zhuhua Jiang and Seong-Min Yoon
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and cover...
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Zhuhua Jiang, Rangan Gupta, Sowmya Subramaniam and Seong-Min Yoon
We investigated the impact of air quality and weather on the equity returns of the Shenzhen Exchange. To capture the air quality and weather effects, we used dummy variables created by employing a moving average and moving standard deviation. The importa...
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Zhuhua Jiang, Sang Hoon Kang, Chongcheul Cheong and Seong-Min Yoon
We investigate the impact of extreme weather conditions on the stock market returns of the Hong Kong Stock Exchange and Shenzhen Exchange. For the weather conditions, we apply dummy variables generated by applying a moving average and moving standard dev...
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