Narrow search
Showing 1 - 10 of 31
Cover Image
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
Mensi, Walid; Boubaker, Ferihane Zaraa; Al-Yahyaee, … - In: Finance research letters 25 (2018), pp. 230-238
Persistent link: https://www.econbiz.de/10012003543
Cover Image
On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach
Das, Debojyoti; Kumar, Surya Bhushan; Tiwari, Aviral Kumar - In: Finance research letters 27 (2018), pp. 169-174
Persistent link: https://www.econbiz.de/10012006847
Cover Image
Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95
Persistent link: https://www.econbiz.de/10011808369
Cover Image
The relationship between Bitcoin returns and trade policy uncertainty
Gozgor, Giray; Tiwari, Aviral Kumar; Demir, Ender; … - In: Finance research letters 29 (2019), pp. 75-82
Persistent link: https://www.econbiz.de/10012417919
Cover Image
Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Cover Image
Switching connectedness between real estate investment trusts, oil, and gold markets
Mensi, Walid; Reboredo, Juan Carlos; Ugolini, Andrea; … - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013479353
Cover Image
Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios
Mensi, Walid; Muhammad Shafiullah; Xuan Vinh Vo; Kang, … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479407
Cover Image
Quantile connectedness and spillovers analysis between oil and international REIT markets
Mensi, Walid; Nekhili, Ramzi; Kang, Sang Hoon - In: Finance research letters 48 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013462887
Cover Image
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
Cover Image
A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408