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Correlated at the tail : implications of asymmetric tail-dependence across Bitcoin markets
Bekiros, Stelios; Hedström, Axel; Jayasekera, Evgeniia; … - In: Computational economics 58 (2021) 4, pp. 1289-1299
Persistent link: https://www.econbiz.de/10012697920
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Forecasting mid-price movement of bitcoin futures using machine learning
Akyildirim, Erdinc; Cepni, Oguzhan; Corbet, Shaen; … - 2020
Persistent link: https://www.econbiz.de/10013041345
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The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Makkonen, Adam; Vallström, Daniel; Uddin, Mohammed … - In: Energy economics 100 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012990253
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Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah; Hernandez, Jose Arreola; … - In: Applied economics 52 (2020) 39, pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
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Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon; Yoon, Seong-min; Bekiros, Stelios; … - In: Computational economics 56 (2020) 2, pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
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Market impact on financial market integration : cross-quantilogram analysis of the global impact of the euro
Lindman, Sebastian; Tuvhag, Tom; Jayasekera, Ranadeva; … - In: Journal of empirical finance 56 (2020), pp. 42-73
Persistent link: https://www.econbiz.de/10012430408
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Expectation-driven house prices and debt defaults : the effectiveness of monetary and macroprudential policies
Bekiros, Stelios; Nilavongse, Rachatar; Uddin, Mohammed … - In: Journal of financial stability 49 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012391892
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Directional spillover effects between ASEAN and world stock markets
Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012314802
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The impact of financial and economic factors on Islamic mutual fund performance : evidence from multiple fund categories
Uddin, Mohammed Gazi Salah; Hernandez, Jose Arreola; … - In: Journal of multinational financial management 52/53 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012314805
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The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal; Karolak, Zuzanna; Kwas, Marek; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10012406037