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在“Elsevier电子期刊”中，命中：18条，耗时：小于0.01 秒

在所有数据库中总计命中：613条

1.Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets

作者：Guangxi Cao^a ; ^b ; ^{caoguangxi@nuist.edu.cn} ; Yan Han^b ; Qingchen Li^c ; Wei Xu^b

关键词：Stock markets ; Cross-correlation ; Risk conduction ; Asymmetric ; DCCA

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

2.Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests

作者：Aviral Kumar Tiwari^a ; ^{aviral.eco@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Claudiu Tiberiu Albulescu^b ; ^{claudiu.albulescu@upt.ro" class="auth_mail" title="E-mail the corresponding author}

关键词：C40 ; E32

刊名：Applied Energy

出版年：2016

3.Asymmetric growth effect of capital flows: Evidence and quantitative theory

作者：Yoke-Kee Eng^a ; ^{engyk@utar.edu.my" class="auth_mail" title="E-mail the corresponding author} ; Chin-Yoong Wong^a ; ^b ; ^{wongcy@utar.edu.my" class="auth_mail" title="E-mail the corresponding author}

关键词：Capital flows ; Economic growth ; Asymmetric Granger causality test ; Investment composition ; Nonlinear credit constraint

刊名：Economic Systems

出版年：2016

4.Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches

作者：Mohsen Bahmani-Oskooee^a ; ^{bahmani@uwm.edu" class="auth_mail" title="E-mail the corresponding author} ; Tsangyao Chang^b ; ^{tychang@fcu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Omid Ranjbar^c ; ^{omid.ranjbar61@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：F31

刊名：Economic Modelling

出版年：2016

5.The Chaotic Relationship between Oil Return, Gold, Silver and Copper Returns in TURKEY: Non-Linear ARDL and Augmented Non-linear Granger Causality

作者：Melike Bildirici^a ; ^{bildiri@yildiz.edu.tr" class="auth_mail" title="E-mail the corresponding author} ; Ceren Tü ; rkmen^b

关键词：Oil Return ; Gold Return ; Copper Return ; Silver Return ; BDS Test ; Non-linear ARDL ; Hiemstra and Jones non-linear Causality ; augmented non-linear causality

刊名：Procedia - Social and Behavioral Sciences

出版年：2015

6.Nonlinear causality between oil and precious metals

作者：Melike E. Bildirici^a ; ^{melikebildirici@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Ceren Turkmen^b ; ^{cerozer@yahoo.com.tr" class="auth_mail" title="E-mail the corresponding author}

关键词：Oil and gold price volatility ; Non-linear ARDL ; Non-linear Granger causality ; Mackey Glass Model

刊名：Resources Policy

出版年：2015

7.Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil

作者：Manabu Asai^a ; ^{m-asai@soka.ac.jp} ; Ivan Brugal^b ; ^c

关键词：Vector autoregression ; Heterogeneous autoregressive models ; Range ; Volatility ; Trading volume ; Value at risk ; Leverage effects

刊名：North American Journal of Economics and Finance

出版年：2013

8.Crude oil shocks and stock markets: A panel threshold cointegration approach

作者：Hui-Ming Zhu^a ; ; ^{zhuhuiming1999@yahoo.com.cn} ; Su-Fang Li^a ; Keming Yu^b ; ; ^c

关键词：Crude oil shocks ; Stock market prices ; Panel data ; Asymmetric adjustment ; Granger causality

刊名：Energy Economics

出版年：2011

9.Impact of oil price shocks on selected macroeconomic variables in Nigeria

作者：Akin Iwayemi ; Babajide Fowowe

关键词：Oil price shocks ; Nonlinear models ; Nigeria

刊名：Energy Policy

出版年：2011

10.Is there a symmetric nonlinear causal relationship between large and small firms?

作者：Bill B. Francis ; Mbodja Mougoué ; Valentyn Panchenko

关键词：Linear causality ; Nonlinear causality ; BEKK asymmetric GARCH ; Small firms ; Large firms

刊名：Journal of Empirical Finance

出版年：2010

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