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Does real interest rate parity really work? : historical evidence from a discrete wavelet perspective
Asl, Mahdi Ghaemi; Canarella, Giorgio; Miller, Stephen M.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 485-518
Persistent link: https://www.econbiz.de/10014372906
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Higher education in Iran : an investigation of its expansion during 2005-2015 period using a control function approach
Abbasabadi, Hamed Mirzaei; Asl, Mahdi Ghaemi - In: Journal of economic and social measurement 45 (2020) 1, pp. 1-64
Persistent link: https://www.econbiz.de/10013183745
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Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies : fresh evidence from intra-day-based good and bad volatilities
Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49
This study examines the nexus between the good and bad volatilities of three technological revolutions-fnancial technology (FinTech), the Internet of Things, and artifcial intelligence and technology-as well as the two main conventional and Islamic cryptocurrency platforms, Bitcoin and Stellar,...
Persistent link: https://www.econbiz.de/10014548110
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Good and bad volatility spillovers in the cryptocurrency market : New Evidence from a TVP-VAR asymmetric connectedness approach
Asl, Mahdi Ghaemi; Bouri, Elie; Darehshiri, Sahar; … - 2021
This paper uncovers the dynamics of the asymmetric volatility spillovers across three majorcryptocurrencies (Bitcoin, Ethereum, and Stellar) comprising nearly 75% of the cryptocurrencymarket capitalization. Using a novel Time-Varying Parameter Vector Autoregression(TVP-VAR) asymmetric...
Persistent link: https://www.econbiz.de/10013313936