Spillovers from the US to Stock Markets in Asia: A Quantile Regression Approach

2014 ◽  
Author(s):  
Robert Maderitsch
Keyword(s):  
Quantile Regression ◽  
Stock Markets ◽  
The Us ◽  
Regression Approach

Spillovers from the USA to stock markets in Asia: a quantile regression approach

2015 ◽  
Vol 47 (44) ◽  
pp. 4714-4727 ◽  
Author(s):  
Robert Maderitsch
Keyword(s):  
Quantile Regression ◽  
Stock Markets ◽  
Regression Approach ◽  
The Usa

scholarly journals Higher co-moments and asset pricing on emerging stock markets by quantile regression approach

2018 ◽  
Vol 14 (1) ◽  
pp. 132-142
Author(s):  
Toan Huynh Luu Duc ◽  
Sang Phu Nguyen
Keyword(s):  
Asset Pricing ◽  
Quantile Regression ◽  
Stock Markets ◽  
Emerging Stock Markets ◽  
Regression Approach

Review of Stock Markets' Reaction to COVID-19 News: Fresh Evidence from Quantile-On-Quantile Regression Approach

2020 ◽  
Author(s):  
Ferhat Çıtak ◽  
Bugra Bagci ◽  
Eyyüp Ensari Şahin ◽  
Safa Hoş ◽  
İlker Sakinc
Keyword(s):  
Quantile Regression ◽  
Stock Markets ◽  
Regression Approach

scholarly journals Do global factors impact BRICS stock markets? A quantile regression approach

2014 ◽  
Vol 19 ◽  
pp. 1-17 ◽  
Author(s):  
Walid Mensi ◽  
Shawkat Hammoudeh ◽  
Juan Carlos Reboredo ◽  
Duc Khuong Nguyen
Keyword(s):  
Quantile Regression ◽  
Stock Markets ◽  
Regression Approach

The Phillips curve in the US: A nonlinear quantile regression approach

2015 ◽  
Vol 49 ◽  
pp. 186-197 ◽  
Author(s):  
Qifa Xu ◽  
Xufeng Niu ◽  
Cuixia Jiang ◽  
Xue Huang
Keyword(s):  
Quantile Regression ◽  
Phillips Curve ◽  
The Us ◽  
Regression Approach

scholarly journals THE IMPACT OF TOURISM UNCERTAINTY ON AIRLINE STOCK MARKETS IN KOREA: A QUANTILE REGRESSION APPROACH

2021 ◽  
Vol 22 (4) ◽  
pp. 923-939
Author(s):  
Ji-Hong Jeon
Keyword(s):  
Quantile Regression ◽  
Stock Prices ◽  
Stock Markets ◽  
Disease Outbreaks ◽  
Terrorist Attacks ◽  
Policy Uncertainty ◽  
Regression Approach ◽  
Using Data ◽  
The Impact ◽  
Global Travel

This study explores the impact of tourism uncertainty, including economic policy uncertainty (EPU) and travel crises arising from issues such as terrorism and disease outbreaks, on airline stock markets in Korea. Airline stock prices are particularly affected by tourism uncertainty. Using data from 2001–2018 and events influencing tourism uncertainty such as the 9/11 terrorist attacks and severe acute respiratory syndrome, quantile regression approach reveals how EPU influences airline stock prices in Korea during three market phases – bearish, normal, and bullish. EPU and travel crises negatively affect airline stock prices in Korea. Specifically, we document that higher EPU and more global travel crises lead to deeper reductions in stock prices in bullish markets. These results provide implications and insights for airline investors, stakeholders, and organizations concerned about the influence of tourism uncertainty on airline stock prices in Korea.

scholarly journals Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach

2014 ◽  
Vol 6 (1) ◽  
pp. 68-86
Author(s):  
Theodore Panagiotidis ◽  
Gianluigi Pelloni
Keyword(s):  
Quantile Regression ◽  
Regression Estimation ◽  
Dispersion Index ◽  
Sectoral Shifts ◽  
The Us ◽  
Regression Approach ◽  
Job Reallocation ◽  
The Relationship

This study revisits Lilien’s sectoral shifts hypothesis for the US. We employ quantile regression estimation in order to investigate the asymmetric nature of the relationship between sectoral employment and unemployment. Significant asymmetries emerge. Lilien’s dispersion index is significant only for relatively high levels of unemployment and becomes insignificant for lower levels suggesting that reallocation affects unemployment only when the latter is relative high. More job reallocation is associated with higher unemployment.

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