Dynamic correlations in bond markets between US and emerging countries
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1817303
Abstract: ABSTRACT We adopt the wavelet method to provide better measures of the dynamic correlations between the US and major emerging government bond yields, revealing the structural changes from a three-dimensional analysis. The study concludes two… read more here.
Keywords: government bonds; bond; bond markets; government bond ... See more keywords
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies: evidence from the COVID-19 outbreak period
Sign Up to like & getrecommendations! Published in 2021 at "Applied Economics Letters"
DOI: 10.1080/13504851.2021.1884835
Abstract: This paper examines the impact of COVID-19 pandemic on dynamic correlations and volatility spillovers between stock prices and exchange rates in BRIICS economies. Using volatility modelling, we dem... read more here.
Keywords: spillovers stock; volatility; briics economies; correlations volatility ... See more keywords
Dynamic correlations in the conserved Manna sandpile.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review. E"
DOI: 10.1103/physreve.107.024109
Abstract: We study dynamic correlations for current and mass, as well as the associated power spectra, in the one-dimensional conserved Manna sandpile. We show that, in the thermodynamic limit, the variance of cumulative bond current up… read more here.
Keywords: current mass; conserved manna; manna sandpile; dynamic correlations ... See more keywords
Modeling Long-Range Dynamic Correlations of Words in Written Texts with Hawkes Processes
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DOI: 10.3390/e24070858
Abstract: It has been clarified that words in written texts are classified into two groups called Type-I and Type-II words. The Type-I words are words that exhibit long-range dynamic correlations in written texts while the Type-II… read more here.
Keywords: type words; written texts; dynamic correlations; type ... See more keywords