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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
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Global supply chain pressure and commodity markets : evidence from multiple wavelet and quantile connectedness analyses
Gozgor, Giray; Khalfaoui, Rabeh; Yarovaya, Larisa - In: Finance research letters 54 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472757
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Analyzing herding behavior in commodities markets : an empirical approach
Raimundo Júnior, Gerson de Souza; Palazzi, Rafael Baptista - In: Finance research letters 35 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012438346
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Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
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Does sentiment matter for stock returns? : evidence from Indian stock market using wavelet approach
Dash, Saumya Ranjan; Maitra, Debasish - In: Finance research letters 26 (2018), pp. 32-39
Persistent link: https://www.econbiz.de/10012005423
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The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Gupta, Suman; Das, Debojyoti; Hasim, Haslifah Mohamad; … - In: Finance research letters 27 (2018), pp. 91-98
Persistent link: https://www.econbiz.de/10012006750
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Output and stock prices : new evidence from the robust wavelet approach
Tiwari, Aviral Kumar; Bhattacharyya, Malay; Das, Debojyoti - In: Finance research letters 27 (2018), pp. 154-160
Persistent link: https://www.econbiz.de/10012006838
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Forecasting volatility with interacting multiple models
Svec, Jiri; Katrak, Xerxis - In: Finance research letters 20 (2017), pp. 245-252
Persistent link: https://www.econbiz.de/10011806940
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Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu; Wang, Xiaona - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
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Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Xuan Vinh Vo - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472256