Title

Quantile Dependence of United States and Emerging Stock Markets: A Cross-Quantilogram Analysis

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2025

Issue

No 3

Authors

Nguyen, Thi Ngan ; Bień-Barkowska, Katarzyna

Affiliation

Nguyen, Thi Ngan : SGH Doctoral School, SGH Warsaw School of Economics, Poland ; Bień-Barkowska, Katarzyna : Institute of Econometrics, SGH Warsaw School of Economics, Poland

Keywords

cross-quantilogram ; emerging markets ; quantile dependence ; financial spillover effects

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

179-221

Publisher

Oddział PAN w Łodzi

Date

2026.04.29

Type

Article

Identifier

DOI: 10.24425/cejeme.2025.159015