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The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies : Evidence from a wavelet analysis
Tiwari, Aviral Kumar; Raheem, Ibrahim D.; Bozoklu, Seref; … - In: International Journal of Finance & Economics 27 (2020) 1, pp. 1569-1590
Persistent link: https://www.econbiz.de/10012407051
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Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu; Demirer, Rıza; Raheem, … - In: Energy economics 83 (2019), pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
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Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 86 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
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The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar; Raheem, Ibrahim D.; Bozoklu, Seref; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
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Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
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A sequential Bayesian change-point analysis of BRICS currency returns
Tiwari, Aviral Kumar; Taufemback, Cleiton Guollo; … - In: Journal of quantitative economics 19 (2021) 2, pp. 393-402
Persistent link: https://www.econbiz.de/10012584982
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Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh - In: Applied economics 51 (2019) 37, pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
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Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish; Tiwari, Aviral Kumar; Raheem, I. D.; Ji, … - In: Applied economics 52 (2020) 28, pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
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Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh; … - In: Energy economics 84 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
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Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
Kumar, Satish; Tiwari, Aviral Kumar; Chauhan, Yogesh; … - In: International review of financial analysis 63 (2019), pp. 273-284
Persistent link: https://www.econbiz.de/10012207463