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Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar; … - 2019

Persistent link: https://www.econbiz.de/10012144916

An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets

Mensi, Walid; Tiwari, Aviral Kumar; Al-Yahyaee, Khamis Hamed - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 168-177

Persistent link: https://www.econbiz.de/10012176113

Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis

Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453

Persistent link: https://www.econbiz.de/10012137404

New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Emerging markets review 28 (2016), pp. 155-183

Persistent link: https://www.econbiz.de/10011670987

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

Persistent link: https://www.econbiz.de/10012302496

Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look

Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 83 (2019), pp. 445-466

Persistent link: https://www.econbiz.de/10012176162

Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Trabelsi, Nader - In: Applied economics 54 (2022) 31, pp. 3621-3634

Persistent link: https://www.econbiz.de/10013410801

What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 55 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014248585

Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1027-1103

Persistent link: https://www.econbiz.de/10014330173

The effects of public sentiments and feelings on stock market behavior: Evidence from Australia

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Journal of economic behavior & organization : JEBO 193 (2022), pp. 443-472

Persistent link: https://www.econbiz.de/10013190001