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Volatility spillover dynamics between large-, mid-, and small-cap stocks in the time-frequency domain : implications for portfolio management

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Dash, Ashutosh - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-22

The connectedness dynamics between large-, mid-, and small-cap stocks is investigated using the forecasted error variance decomposition (FEVD) spillover framework of Diebold and Yilmaz in the time-frequency domain. Total volatility spillover (i.e., connectedness) is elevated between large-,...

Persistent link: https://www.econbiz.de/10012795342

Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution

Le, T. N.-Lan; Abakah, Emmanuel Joel Aikins; Tiwari, … - In: Technological forecasting & social change : an … 162 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012665587

Markov-switching dependence between artificial intelligence and carbon price : the role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19...

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; Le, Lan - In: Technological forecasting & social change : an … 163 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012667183

Tourism, energy consumption and climate change in OECD countries

Tiwari, Aviral Kumar; Öztürk, İlhan; Aruna, M. - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 247-261

Persistent link: https://www.econbiz.de/10010192889

Are shocks to real output permanent or transitory? : evidence from a panel of "Asean" per capita GDP data

Suresh, K. G.; Tiwari, Aviral Kumar - In: Transition studies review 20 (2013) 2, pp. 149-157

Persistent link: https://www.econbiz.de/10010192958

Does defence spending stimulate economic growth in India? : a revisit

Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Defence and peace economics 24 (2013) 4, pp. 371-395

Persistent link: https://www.econbiz.de/10009779216

Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management

Trabelsi, Nader; Gozgor, Giray; Tiwari, Aviral Kumar; … - In: Research in international business and finance 55 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10013264668

Frequency volatility connectedness across different industries in China

Jiang, Junhua; Piljak, Vanja; Tiwari, Aviral Kumar; … - In: Finance research letters 37 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012484983

Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test

Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486

Persistent link: https://www.econbiz.de/10012485054

Spillover of sentiment in the European Union : evidence from time- and frequency-domains

Plakandaras, Vasilios; Tiwari, Aviral Kumar; Gupta, Rangan - In: International review of economics & finance : IREF 68 (2020), pp. 105-130

Persistent link: https://www.econbiz.de/10012486305