Narrow search
Showing 1 - 10 of 25
Cover Image
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Cover Image
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520
Persistent link: https://www.econbiz.de/10011540670
Cover Image
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Cover Image
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 108 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Cover Image
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Cover Image
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
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
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Cover Image
The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147
Persistent link: https://www.econbiz.de/10012299650
Cover Image
Oil and stock market momentum
Chen, Chun-Da; Cheng, Chiao-Ming; Demirer, Rıza - In: Energy economics 68 (2017), pp. 151-159
Persistent link: https://www.econbiz.de/10011905040