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Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2021
Persistent link: https://www.econbiz.de/10013167422
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Global cities and local challenges : booms and busts in the London real estate market
Canepa, Alessandra; Zanetti Chini, Emilio; Alqaralleh, … - 2020
Persistent link: https://www.econbiz.de/10012386992
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COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2020
Persistent link: https://www.econbiz.de/10012387020
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Global cities and local housing market cycles
Canepa, Alessandra; Zanetti Chini, Emilio; Alqaralleh, … - In: The journal of real estate finance and economics 61 (2020) 4, pp. 671-697
Persistent link: https://www.econbiz.de/10012293310
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Modelling and forecasting energy market cycles : a generalized smooth transition approach
Canepa, Alessandra; Zanetti Chini, Emilio; Alqaralleh, … - 2023
Persistent link: https://www.econbiz.de/10014443885
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Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying parameter vector autoregression
Alqaralleh, Huthaifa; Uddin, Mohammed Gazi Salah; … - 2022
Persistent link: https://www.econbiz.de/10013167183
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Energy market risk management under uncertainty : a VaR based on wavelet approach
Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167200
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The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Alqaralleh, Huthaifa; Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167223
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Energy market risk management under uncertainty: a VAR based on wavelet approach
Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 5, pp. 130-137
Persistent link: https://www.econbiz.de/10012651703
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Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach
Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18
In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure contagion, and associate changes in the correlation between...
Persistent link: https://www.econbiz.de/10012626221