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Extreme connectedness between green bonds, government bonds, corporate bonds and other asset classes : insights for portfolio investors

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17

economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other ….S. Treasury Bond Index, S&P US Aggregate Bond Index, S&P US Treasury Bond Current 10Y Index, S&P 500 Bond Index, S&P 500 … Financials index, S&P 500 Energy Bond Index and S&P 500, giving a total of 784 observations, and using Composite Index as a …

Persistent link: https://www.econbiz.de/10013471139

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 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

A frequency based causality approach for the yield spread as a leading indicator of economic activity : evidence from India

Bhanja, Niyati; Dar, Arif Billah; Tiwari, Aviral Kumar - In: Indian journal of economics & business : IJEB 15 (2016) 2, pp. 243-255

Persistent link: https://www.econbiz.de/10011645838

What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 55 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014248585

Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Abakah, … - In: Applied economics 56 (2024) 2, pp. 186-201

Persistent link: https://www.econbiz.de/10014439885

Stock returns and inflation in Pakistan

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Economic modelling 47 (2015), pp. 23-31

Persistent link: https://www.econbiz.de/10011437015

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan - In: Research in international business and finance 47 (2019), pp. 304-310

Persistent link: https://www.econbiz.de/10012135738

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan; Bekiros, Stelios - In: Research in international business and finance 49 (2019), pp. 315-321

Persistent link: https://www.econbiz.de/10012136036

Put-Call Ratio volume vs. open interest in predicting market return : a frequency domain rolling causality analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Mitra, Amarnath - In: Economies : open access journal 7 (2019) 1/24, pp. 1-10

This study examined the efficacy of the Put-Call Ratio (PCR), a widely used information ratio measured in terms of volume and open interest, in predicting market return at different time scale. Volume PCR was found to be an efficient predictor of the market return in a short period of 2.5 days...

Persistent link: https://www.econbiz.de/10012020492