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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

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

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

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

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

Uddin, Gazi Salah - 2013

The analysis of co-movements of stock market returns is a fundamental issue in finance. The aim of this paper is to examine the co-movement between Germany and major International Stock Markets in the time-frequency space. Our sample period goes from 01 June 1992 to 26 March 2013 and includes...

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

Volatility connectedness of major cryptocurrencies : the role of investor happiness

Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012814541

The relationship between Bitcoin returns and trade policy uncertainty

Gozgor, Giray; Tiwari, Aviral Kumar; Demir, Ender; … - In: Finance research letters 29 (2019), pp. 75-82

Persistent link: https://www.econbiz.de/10012417919

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

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Testing the oil price efficiency using various measures of long-range dependence

Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh; … - In: Energy economics 84 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012183291