Search Results - subject:"Time-frequency connectedness"

Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach

Tam Hoang-Nhat Dang; Balli, Faruk; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 121-139

Persistent link: https://www.econbiz.de/10014535528

COVID-19 and connectedness between Sustainable and Islamic equity markets

Naeem, Muhammad Abubakr; Farid, Saqib; Arif, Muhammad; … - In: Borsa Istanbul Review 23 (2023) 1, pp. 1-21

Because of the increasing importance of and demand for ethical investment, this paper investigates the dynamics of connectedness between sustainable and Islamic investment in nineteen countries that represent developed and emerging financial markets worldwide. To this end, we apply models...

Persistent link: https://www.econbiz.de/10014307362

Twitter-based economic uncertainties and time-frequency connectedness among cryptocurrencies

Kocoglu, Mustafa; Nghiem, Xuan-Hoa; Nikbakht, Ehsan - 2025

Persistent link: https://www.econbiz.de/10015396597

Liquidity connectedness in cryptocurrency market

Hasan, Mudassar; Naeem, Muhammad Abubakr; Arif, Muhammad; … - In: Financial innovation : FIN 8 (2022), pp. 1-25

phenomenon dependent on the time-frequency connectedness. …

Persistent link: https://www.econbiz.de/10012798833

Quantile time-frequency connectedness among G7 stock markets and clean energy markets

El Khoury, Rim; Alshater, Muneer Maher; Li, Yanshuang; … - In: The quarterly review of economics and finance 93 (2024), pp. 71-90

Persistent link: https://www.econbiz.de/10014494636

Time-frequency return connectedness between Chinese coal futures and international stock indices

Chen, Baifan; Huang, Jionghao; Liu, Danhe; Xia, Xiaohua - In: International review of economics & finance : IREF 89 (2024) 2, pp. 316-333

Persistent link: https://www.econbiz.de/10014446765

Safe haven properties of industrial stocks against ESG in the United States : portfolio implication for sustainable investments

Imran, Zulfiqar Ali; Ahad, Muhammad; Shahzad, Khurram; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046907

Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU

Shang, Jin; Hamori, Shigeyuki - In: Energy economics 132 (2024), pp. 1-42

Persistent link: https://www.econbiz.de/10015047391

Carbon assets and Bitcoin : hedging roles in global stock markets during the tranquil and turbulent periods?

Jiang, Wei; Zhang, Yanyu - In: The journal of futures markets 43 (2023) 9, pp. 1183-1203

Persistent link: https://www.econbiz.de/10014339387

Financial stress effects on financial markets : dynamic connectedness and portfolio hedging

Mezghani, Taicir; Abbes, Mouna Boujelbène - In: International journal of emerging markets 18 (2023) 10, pp. 4064-4087

Persistent link: https://www.econbiz.de/10014455190