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Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network
Khalfaoui, Rabeh; Hammoudeh, Shawkat; Rehman, Mohd Ziaur - In: Emerging markets review 54 (2023), pp. 1-41
Persistent link: https://www.econbiz.de/10014337165
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
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Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty : evidence from a quantile VAR network and wavelet coherence
Khalfaoui, Rabeh; Stef, Nicolae; Wissal, Ben Arfi; … - In: Technological forecasting & social change : an … 181 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013417189
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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
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Effects of US policy uncertainty on Swedish GDP growth
Stockhammar, Pär; Österholm, Pär - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 443-462
Persistent link: https://www.econbiz.de/10011454343
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Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 224-245
Persistent link: https://www.econbiz.de/10012510290
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The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.; Binner, Jane M.; Karoglou, Michail - In: The European journal of finance 29 (2023) 16, pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
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Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
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Risk, uncertainty, and leverage
Istiak, Khandokar; Serletis, Apostolos - In: Economic modelling 91 (2020), pp. 257-273
Persistent link: https://www.econbiz.de/10012429054
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Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach
Gabauer, David; Gupta, Rangan - In: Structural change and economic dynamics : SC+ED 52 (2020), pp. 167-173
Persistent link: https://www.econbiz.de/10012484669