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Dynamic co-movement and interdependency among real estate index in China : a multi-scale multiple correlation analysis

Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Alqahtani, Faisal; … - In: International Journal of Housing Markets and Analysis 14 (2021) 5, pp. 1042-1061

Purpose: This study aims to investigate the dynamic co-movement and interconnection among 69 security investment indices in China using the multi-time scale framework. Design/methodology/approach: The authors first use the multiple coherence analysis method to exhibit the degree of...

Persistent link: https://www.econbiz.de/10012539826

Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches

Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Kablan, … - In: Energy economics 101 (2021), pp. 1-36

Persistent link: https://www.econbiz.de/10013161506

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network

Khalfaoui, Rabeh; Hammoudeh, Shawkat; Rehman, Mohd Ziaur - In: Emerging markets review 54 (2023), pp. 1-41

Persistent link: https://www.econbiz.de/10014337165

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach

Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789

Persistent link: https://www.econbiz.de/10014469052

The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods

Tarchella, Salma; Khalfaoui, Rabeh; Hammoudeh, Shawkat - In: Research in international business and finance 67 (2024) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014451553

Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management

Trabelsi, Nader; Gozgor, Giray; Tiwari, Aviral Kumar; … - In: Research in international business and finance 55 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10013264668

Human capital and export diversification as new determinants of energy demand in the United States

Shahbaz, Muhammad; Gozgor, Giray; Hammoudeh, Shawkat - In: Energy economics 78 (2019), pp. 335-349

Persistent link: https://www.econbiz.de/10012159955

The technical decomposition of carbon emissions and the concerns about FDI and trade openness effects in the United States

Shahbaz, Muhammad; Gozgor, Giray; Adom, Philip Kofi; … - In: International economics : a journal published by CEPII … 159 (2019), pp. 56-73

Persistent link: https://www.econbiz.de/10012318817