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Re-examination of international bond market dependence : evidence from a pair copula approach

Abakah, Emmanuel Joel Aikins; Addo, Emmanuel; … - In: International review of financial analysis 74 (2021), pp. 1-35

Persistent link: https://www.econbiz.de/10012803932

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

Quantile causality between banking stock and real estate securities returns in the US

Albulescu, C. T.; Bouri, E.; Tiwari, Aviral Kumar; … - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 251-260

Persistent link: https://www.econbiz.de/10012431274

Co-movements and contagion between international stock index futures markets

Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568

Persistent link: https://www.econbiz.de/10011945853

Impact of oil price risk on sectoral equity markets : implications on portfolio management

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134

Persistent link: https://www.econbiz.de/10011972290

The importance of oil assets for portfolio optimization : the analysis of firm level stocks

Sarwar, Suleman; Shahbaz, Muhammad; Anwar, Awais; … - In: Energy economics 78 (2019), pp. 217-234

Persistent link: https://www.econbiz.de/10012159934

Co-Movements between Germany and International Stock Markets : Some New Evidence from DCC-GARCH and Wavelet Approaches

Uddin, Gazi Salah - 2013

examine the co-movement between Germany and major International Stock Markets in the time-frequency space. Our sample period … summer of 2007 and spread beyond the US to other developed economies in the first half of 2008. We use DCC-GARCH and wavelet …-based measures of co-movements which make it possible to find a balance between the time and frequency domain features of the data …

Persistent link: https://www.econbiz.de/10013077634

Economic sanctions sentiment and global stock markets

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: Journal of international financial markets, … 91 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014494734

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

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