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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Tiwari, Aviral Kumar"
~subject:"Cointegration"
~subject:"Volatility"
~type_genre:"Collection of articles of several authors"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation"
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Cointegration
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82
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23
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23
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Tiwari, Aviral Kumar
Gupta, Rangan
71
Bahmani-Oskooee, Mohsen
69
Gil-Alaña, Luis A.
61
Caporale, Guglielmo Maria
43
Shahbaz, Muhammad
29
Ma, Feng
27
Wohar, Mark E.
27
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26
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26
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25
Lee, Chien-chiang
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Xuan Vinh Vo
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24
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24
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23
Apergēs, Nikolaos
22
Bollerslev, Tim
22
Bouri, Elie
22
Kumar, Dilip
20
Pradhan, Rudra Prakash
20
Rashid, Abdul
20
Narayan, Paresh Kumar
19
Kang, Sang Hoon
18
Mensi, Walid
18
Beckmann, Joscha
17
Payne, James E.
17
Hegerty, Scott W.
16
McMillan, David G.
16
Arize, Augustine Chuck
15
Asai, Manabu
15
Herzer, Dierk
15
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15
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15
Brooks, Robert
14
Chiang, Thomas C.
14
Hamori, Shigeyuki
14
Holmes, Mark J.
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14
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4
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3
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2
The empirical economics letters : a monthly international journal of economics
2
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2
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1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
32
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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
3
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
4
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
5
The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective
Olayeni, Olaolu Richard
;
Jemiluyi, Olufunmilayo Olayemi
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014380614
Saved in:
6
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
7
The stability of interaction channels between tourism and financial development in 10 top tourism destinations : evidence from a Fourier Toda-Yamamoto estimator
Menegaki, Angeliki N
;
Tiwari, Aviral Kumar
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
7
,
pp. 1914-1942
Persistent link: https://www.econbiz.de/10013473808
Saved in:
8
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, …
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
Saved in:
9
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
10
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
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