Similar Search Results

Uncertainty co-movement in major European countries

Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah - In: Theoretical economics letters 5 (2015) 2, pp. 256-261

Persistent link: https://www.econbiz.de/10011396471

Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016

Persistent link: https://www.econbiz.de/10011547577

Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures

Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013286535

Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas

Çekin, Semih Emre; Pradhan, Ashis Kumar; Tiwari, … - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 207-217

Persistent link: https://www.econbiz.de/10012417581

The relationship between Bitcoin returns and trade policy uncertainty

Gozgor, Giray; Tiwari, Aviral Kumar; Demir, Ender; … - In: Finance research letters 29 (2019), pp. 75-82

Persistent link: https://www.econbiz.de/10012417919

The policy uncertainty and market volatility puzzle : evidence from wavelet analysis

Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284

Persistent link: https://www.econbiz.de/10012421584

Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation

Trabelsi, Nader; Tiwari, Aviral Kumar - In: Risks : open access journal 7 (2019) 3/78, pp. 1-20

In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem. Particularly, this approach used (i) copula to model the complete linear and non-linear correlation dependence structure, (ii) Pareto tails to...

Persistent link: https://www.econbiz.de/10012127555

Geopolitical risk, economic policy uncertainty and tourist arrivals : evidence from a developing country

Tiwari, Aviral Kumar; Das, Debojyoti; Dutta, Anupam - In: Tourism management : research, policies, practice 75 (2019), pp. 323-327

Persistent link: https://www.econbiz.de/10012063611

Impact of oil price risk on sectoral equity markets : implications on portfolio management

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134

Persistent link: https://www.econbiz.de/10011972290

Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions

Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95

Persistent link: https://www.econbiz.de/10011808369