Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile-on-quantile regression methods

Aviral KumarTiwari; Adeolu O.Adewuyi; DavidRoubaud

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Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile-on-quantile regression methods

机译：全球黄金市场和新兴股市之间的依赖（E7 + 1）：来自Granger因子的证据，使用米定量和分位式的回归方法

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来源
《The World Economy》 |2019年第7期|2172-2214|共43页
作者
Aviral KumarTiwari; Adeolu O.Adewuyi; DavidRoubaud;
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作者单位

Montpellier Business School Montpellier Research in Management Montpellier France;

Trade Policy Research and Training Programme (TPRTP) University of Ibadan Ibadan Nigeria;

Montpellier Business School Montpellier Research in Management Montpellier France;

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原文格式 PDF
正文语种 eng
中图分类
关键词
emerging stock markets; gold market; quantile Granger causality; quantileonquantile regression;

机译：新兴的股票市场;黄金市场;定量格子因果关系;QuantileOnquantile回归;

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1. Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile-on-quantile regression methods [J] . Aviral KumarTiwari, Adeolu O.Adewuyi, DavidRoubaud The World Economy . 2019,第7期

机译：全球黄金市场和新兴股票市场之间的依存关系（E7 + 1）：使用分位数和分位数分位数回归方法的格兰杰因果关系证据
2. The role of information and communication technology (internet penetration) on Asian stock market efficiency: Evidence from quantile-on-quantile cointegration and causality approach [J] . Afshan Sahar, Sharif Arshian, Nassani Abdelmohsen A., International journal of finance & economics . 2021,第2期

机译：信息和通信技术（互联网渗透）对亚洲股票市场效率的作用：来自定量的单分体协整和因果关系的证据
3. Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model [J] . Gupta Rangan, Pierdzioch Christian, Selmi Refk, The North American journal of economics and finance . 2018,第JANa期

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4. Granger Causality of Exchange Rates And Stock Indices in 10 Emerging Market Countries: During Quantitative Easing and Tapering Off Period [C] . Samitra Rismadani International Conference on Business and Management Research . 2018

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5. The risks of investing in emerging markets: Essay I. The role of insider ownership: An international perspective. Essay II. Conditional risk premiums of Asian real estate stocks. Essay III. The risk and return of emerging markets property stock indices. [D] . Hu, Jiawei. 2000

机译：投资新兴市场的风险：论文一。内部人所有权的作用：国际视角。论文二。亚洲房地产股票的有条件风险溢价。论文三。新兴市场房地产股指的风险和回报。
6. Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis [O] . Ștefan Cristian Gherghina, Daniel Ștefan Armeanu, Camelia Cătălina Joldeș 2020

机译：Covid-19大流行爆发的股票市场反应：来自ARDL界测试和GRANGER因果关系分析的定量证据
7. Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ [O] . Rangan Gupta, Christian Pierdzioch, Refk Selmi, 2018

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Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile-on-quantile regression methods

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