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Tail dependence in the return-volume of leading cryptocurrencies

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models

Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397

Persistent link: https://www.econbiz.de/10012421744

Interdependence and spillovers between big oil companies and regional and global energy equity markets

Hanif, Waqas; Hernandez, Jose Arreola; Kang, Sang Hoon; … - In: International review of economics & finance : IREF 92 (2024), pp. 451-469

Persistent link: https://www.econbiz.de/10014534922

Herding behaviour in cryptocurrency and emerging financial markets

Omane-Adjepong, Maurice; Alagidede, Imhotep Paul; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-14

The letter examines herding in the most liquid cryptocurrency markets relative to traditional financial markets of 10 emerging economies within the G20. Our results reference significant symmetric crowd and imitation trading, which are dependent on time. Additionally, we report asymmetric herd...

Persistent link: https://www.econbiz.de/10013184050

Dynamic linkages and economic role of leading cryptocurrencies in an emerging market

Omane-Adjepong, Maurice; Alagidede, Imhotep Paul - In: Asia Pacific financial markets 27 (2020) 4, pp. 537-585

Persistent link: https://www.econbiz.de/10012390330

Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455804