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A wavelet perspective of crisis contagion between advanced economies and the BRIC markets

Gurdgiev, Constantin; O'Riordan, Conor - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-29

This paper investigates the relationship between the BRICs’ and the advanced economies’ stock markets from 2000 to 2016 utilizing continuous wavelet transform. The continuous wavelet transform allows us to explore these relationships in the time-frequency domain to capture short- and...

Persistent link: https://www.econbiz.de/10012794261

Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple

Celeste, Valerio; Corbet, Shaen; Gurdgiev, Constantin - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 310-324

Persistent link: https://www.econbiz.de/10012417711

Crisis contagion from advanced economies into BRIC : not as simple as in the old days

Gurdgiev, Constantin; Trueick, Barry - In: Lessons from the Great Recession : at the crossroads of …, (pp. 1-20). 2016

Persistent link: https://www.econbiz.de/10012225041

Long-term stock market volatility and the influence of terrorist attacks in Europe

Corbet, Shaen; Gurdgiev, Constantin; Meegan, Andrew - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 118-131

Persistent link: https://www.econbiz.de/10012034519

What the hack : systematic risk contagion from cyber events

Corbet, Shaen; Gurdgiev, Constantin - In: International review of financial analysis 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012208873

Fractal Dynamics and Wavelet Analysis : Deep Volatility Properties of Bitcoin, Ethereum and Ripple

Celeste, Valerio - 2018

The substantial growth of the crytocurrency market since 2009 has merited suspicions of bubblelike dynamics attributed to the exceptional price growth and volatility exhibited across associated exchanges. The deep volatility and exponential rise in cryptocurrencies valuations strongly suggest...

Persistent link: https://www.econbiz.de/10012912875

The budgets of wars : analysis of the US defense stocks in the Post-Cold War era

Gurdgiev, Constantin; Henrichsen, Aaron; Mulhair, Andrew - In: International review of economics & finance : IREF 82 (2022), pp. 335-346

Persistent link: https://www.econbiz.de/10013543140