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Are exchange rates interdependent? : evidence using wavelet analysis

Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245

Persistent link: https://www.econbiz.de/10011774731

Extreme downside risk connectedness and portfolio hedging among the G10 currencies

Abakah, Emmanuel Joel Aikins; Brahim, Mariem; Carlotti, … - In: International economics : the quarterly journal in … 178 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014578289

Exchange rate return and volatility spillover across major trading partners of India

Mishra, Bibhuti Ranjan; Pradhan, Ashis Kumar; Tiwari, … - In: Journal of Asia Pacific business 21 (2020) 2, pp. 80-101

Persistent link: https://www.econbiz.de/10012258208

Comovement of exchange rates : a wavelet analysis

Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 574-588

Persistent link: https://www.econbiz.de/10011562523

Comovement of Exchange Rates : A Wavelet Analysis

Andries, Alin Marius - 2015

In this paper we employ the wavelet multiple correlation and the wavelet multiple cross-correlation to investigate the behaviour of exchange rates in the Central and Eastern Europe (CEE). This novel approach takes care of several limitations which are encountered when conventional pair wise...

Persistent link: https://www.econbiz.de/10013035510

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

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

An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets

Mensi, Walid; Tiwari, Aviral Kumar; Al-Yahyaee, Khamis Hamed - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 168-177

Persistent link: https://www.econbiz.de/10012176113

Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411

Persistent link: https://www.econbiz.de/10012388354

Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach

Tiwari, Aviral Kumar; Umar, Zaghum; Alqahtani, Faisal - In: Research in international business and finance 57 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013332984

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