Search Results - subject:"non-parametric quantile causality"

Modeling exchange rate volatility in India in relation to COVID-19 and lockdown stringency : a wavelet coherence and quantile causality approach

Syed, Aamir Aijaz; Ullah, Assad; Grima, Simon; Kamal, … - In: Risks : open access journal 13 (2025) 9, pp. 1-26

achieve the above objectives, we have employed advanced econometric techniques, such as wavelet coherence and a hybrid non-parametric … quantile causality framework, on the dataset spanning from 30 December 2020 to 24 January 2022. Robustness is assessed using …

Persistent link: https://www.econbiz.de/10015467540

Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies : fresh evidence from intra-day-based good and bad volatilities

Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49

This study examines the nexus between the good and bad volatilities of three technological revolutions-fnancial technology (FinTech), the Internet of Things, and artifcial intelligence and technology-as well as the two main conventional and Islamic cryptocurrency platforms, Bitcoin and Stellar,...

Persistent link: https://www.econbiz.de/10014548110

Geopolitical oil price uncertainty transmission into core inflation : evidence from two of the biggest global players

Lee, Chien-Chiang; Olasehinde-Williams, Godwin; Özkan, … - In: Energy economics 126 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014483483

Predictability of sustainable investments and the role of uncertainty : evidence from a non-parametric causality-in-quantiles test

Antonakakis, Nikolaos; Babalos, Vassilios; Kyei, Clement - In: Applied economics 48 (2016) 46/48, pp. 4655-4665

Persistent link: https://www.econbiz.de/10011640733