Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-3 of 3
Keywords: Co-movement
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2025) 42 (2): 352–372.
Published: 15 November 2024
... it showed strong safe haven quality against Italian, Russian and MSCI Europe indices in the extreme market slump during the War. © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Co-movement Safe haven Wavelet approach European stock market Russo...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2020) 37 (3): 413–428.
Published: 01 May 2020
... methodology is used. Daily data between January 1, 2010 and July 31, 2019 were used. Findings Findings suggest that the relationship between the two variables is non-linear. Price-volume relationship is positive (negative) under positive (negative) returns. Furthermore, co-movement is weaker at the lower...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2019) 36 (2): 183–206.
Published: 15 April 2019
... three commodity sub-indices (agriculture, metals and energy) from 1995 to 2017. Findings Co-movement is by no means frequent and symmetric. It was predominantly zero before the last financial crisis, and since then, it is positive and asymmetric. The pattern of asymmetry is consistent...
