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Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2021

Persistent link: https://www.econbiz.de/10013167422

Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure contagion, and associate changes in the correlation between...

Persistent link: https://www.econbiz.de/10012626221

COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2020

Persistent link: https://www.econbiz.de/10012387020

The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach

Alqaralleh, Huthaifa; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167223

The role of environmental and financial motivations in the adoption of energy saving technologies : evidence from European Union data

Canepa, Alessandra; Chersoni, Giulia; Fontana, Magda - 2023

Persistent link: https://www.econbiz.de/10014310998