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Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Applied economics 54 (2022) 22, pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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The sources of momentum in international government bond returns
Zaremba, Adam; Kambouris, George - In: Applied economics 51 (2019) 8, pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
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Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Applied economics 55 (2023) 29, pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
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Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret; Fieberg, Christian; Metko, Daniel; … - In: Journal of economic dynamics & control 155 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
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Quantile dependence of Bitcoin with clean and renewable energy stocks : new global evidence
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Applied economics 56 (2024) 3, pp. 286-300
Persistent link: https://www.econbiz.de/10014439909
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Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Applied economics 55 (2023) 56, pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720