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High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417

Does inter-region portfolio diversification pay more than the international diversification?

Ahmad, Nasir; Ur Rehman, Mobeen; Xuan Vinh Vo; Kang, … - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 26-35

Persistent link: https://www.econbiz.de/10013258505

Relationship between developed, European and South Asian stock markets : a multivariate analysis

Shahzad, Syed Jawad Hussain; Kanwal, Memoona; Ahmed, Tanveer - In: South Asian journal of global business research : … 5 (2016) 3, pp. 385-402

Persistent link: https://www.econbiz.de/10011609328

Risk transmitters and receivers in global currency markets

Shahzad, Syed Jawad Hussain; Hernandez, Jose Arreola; … - In: Finance research letters 25 (2018), pp. 1-9

Persistent link: https://www.econbiz.de/10012003404

A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets

Ur Rehman, Mobeen; Kang, Sang Hoon - In: Global finance journal 49 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012887193

The impact of Twitter-based sentiment on US sectoral returns

Zeitun, Rami; Ur Rehman, Mobeen; Ahmad, Nasir; Xuan Vinh Vo - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014246833

How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis

Mensi, Walid; Ur Rehman, Mobeen; Hammoudeh, Shawkat; … - In: International economics : a journal published by CEPII … 173 (2023), pp. 212-232

Persistent link: https://www.econbiz.de/10014373763