Similar Search Results

Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation

Trabelsi, Nader; Tiwari, Aviral Kumar - In: Risks : open access journal 7 (2019) 3/78, pp. 1-20

In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem. Particularly, this approach used (i) copula to model the complete linear and non-linear correlation dependence structure, (ii) Pareto tails to...

Persistent link: https://www.econbiz.de/10012127555

Stock market integration in Asian countries : evidence from wavelet multiple correlations

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Journal of economic integration 28 (2013) 3, pp. 441-456

Persistent link: https://www.econbiz.de/10010126698

Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation

Pradhan, Ashis Kumar; Mittal, Ishan; Tiwari, Aviral Kumar - In: Macroeconomics and finance in emerging market economies 14 (2021) 3, pp. 291-307

Persistent link: https://www.econbiz.de/10012649582

Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis

Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453

Persistent link: https://www.econbiz.de/10012137404

The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013534137

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

Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327

Persistent link: https://www.econbiz.de/10013554892

Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Trabelsi, Nader - In: Applied economics 54 (2022) 31, pp. 3621-3634

Persistent link: https://www.econbiz.de/10013410801

Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies

Elsayed, Ahmed H.; Nasreen, Samia; Tiwari, Aviral Kumar - In: Energy economics 90 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517574

Dependence structure and dynamic connectedness between green bonds and financial markets : fresh insights from time-frequency analysis before and during COVID-19 pandemic

Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia; … - In: Energy economics 107 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013202451

1
2
3
4
5
6
7
8
9
10
Next
Last