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Inflation co-movement dynamics : a cross-country investigation using a continuous wavelet approach

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-43

The economic literature provides evidence that inflation rates can co-move across nations because of a host of reasons, ranging from low frequency changes in monetary policy to similar high frequency shocks. Hence, this paper investigates inflation rate co-movements between nine (9) African...

Persistent link: https://www.econbiz.de/10012800212

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

Measuring volatility persistence in leveraged loan markets in the presence of structural breaks

Abakah, Emmanuel Joel Aikins; Gil-Alaña, Luis A.; … - In: International review of economics & finance : IREF 78 (2022), pp. 141-152

Persistent link: https://www.econbiz.de/10013334550

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

Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455804

The influence of economic policy uncertainty shocks on art market

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Applied economics 55 (2023) 29, pp. 3404-3421

Persistent link: https://www.econbiz.de/10014299160

Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cr...

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - 2024

Persistent link: https://www.econbiz.de/10015045591

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

Oil price-inflation pass-through in the United States over 1871 to 2018 : a wavelet coherency analysis

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 51-55

Persistent link: https://www.econbiz.de/10012299583

Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10012054891