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Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach

Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534

Persistent link: https://www.econbiz.de/10012134319

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan - In: Research in international business and finance 47 (2019), pp. 304-310

Persistent link: https://www.econbiz.de/10012135738

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan; Bekiros, Stelios - In: Research in international business and finance 49 (2019), pp. 315-321

Persistent link: https://www.econbiz.de/10012136036

Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis

Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453

Persistent link: https://www.econbiz.de/10012137404

Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Raheem, Ibrahim Dolapo - 2019

We apply pair vine copulas, specifically the C-vine and R-vine copulas, to examine the conditional multivariate dependence pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co-dependencies of 13 major commodity markets (which include...

Persistent link: https://www.econbiz.de/10012137783

Relationship between exchange rate and equity prices in an emerging market : a continuous wavelet-based analysis for Bangladesh

Tiwari, Aviral Kumar; Islam, Anisul M.; Islam, Md. Mohibul - In: International journal of business and economics 18 (2019) 2, pp. 165-193

Persistent link: https://www.econbiz.de/10012138313

Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities

Tiwari, Aviral Kumar; Khalfaoui, Rabeh; Solarin Sakiru … - In: Energy economics 76 (2018), pp. 470-494

Persistent link: https://www.econbiz.de/10011976711

Comovements of gold futures markets and the spot market : a wavelet analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 19-24

Persistent link: https://www.econbiz.de/10011982447

Index futures volatility and trading activity : measuring causality at a multiple horizon

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 247-255

Persistent link: https://www.econbiz.de/10011982593

Informational efficiency of Bitcoin : an extension

Tiwari, Aviral Kumar; Jana, R. K.; Das, Debojyoti; … - In: Economics letters 163 (2018), pp. 106-109

Persistent link: https://www.econbiz.de/10011982966