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Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis
Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611
Persistent link: https://www.econbiz.de/10011478891
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Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach
Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012134319
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Analyzing time-frequency based co-movement in inflation : evidence from G-7 countries
Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah; … - In: Computational economics 45 (2015) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10010511337
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Risk connectedness between green and conventional assets with portfolio implications
Naeem, Muhammad Abubakr; Sitara Karim; Tiwari, Aviral Kumar - In: Computational economics 62 (2023) 2, pp. 609-637
Persistent link: https://www.econbiz.de/10014382740
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Connectedness in international crude oil markets
Bhanja, Niyati; Nasreen, Samia; Dar, Arif Billah; … - In: Computational economics 59 (2022) 1, pp. 227-262
Persistent link: https://www.econbiz.de/10013168983
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CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader; Tiwari, Aviral Kumar - In: Computational economics 61 (2023) 2, pp. 775-805
Persistent link: https://www.econbiz.de/10014228462