Similar Search Results

Any signs of green growth? : a spatial panel analysis of regional air pollution in South Korea

Hille, Erik; Lambernd, Bernhard; Tiwari, Aviral Kumar - In: Environmental and resource economics 80 (2021) 4, pp. 719-760

Persistent link: https://www.econbiz.de/10012698698

Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611

Persistent link: https://www.econbiz.de/10011478891

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

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

Oil and Risk Premia in Equity Markets

Kumar, Satish - 2020

We explore the oil-stock market nexus from a novel angle by examining the predictive role of oil prices over the excess returns associated with the market, size, book-to-market and momentum factors via bivariate cross-quantilograms. Our analysis of systematic risk premia across the four regions...

Persistent link: https://www.econbiz.de/10012846935

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

Persistent link: https://www.econbiz.de/10012302496

New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Emerging markets review 28 (2016), pp. 155-183

Persistent link: https://www.econbiz.de/10011670987

Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic : implications for hedging and investments strategies

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 51 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013433155

Risk transmissions between sectoral Islamic and conventional stock markets during COVID-19 pandemic : what matters more between actual COVID-19 occurrence and speculative and senti...

Adekoya, Oluwasegun B.; Oliyide, Johnson A.; Tiwari, … - In: Borsa Istanbul Review 22 (2022) 2, pp. 363-376

effects of the pandemic on financial markets, we provide novel insights into the volatility connectedness between conventional … receivers of volatility shocks. On average, however, Islamic markets tend to be more immune to the pandemic than conventional …

Persistent link: https://www.econbiz.de/10013184299

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