Showing 1 - 6 of 6
The study extends the literature on the nexus between cryptocurrency and uncertainty. This study proxied the cryptocurrencies and global uncertainty, respectively, with the seven most significant and variationally susceptible cryptos and the comprehensive world uncertainty in measuring the...
Persistent link: https://www.econbiz.de/10014501018
Persistent link: https://www.econbiz.de/10013262994
Persistent link: https://www.econbiz.de/10012420469
Persistent link: https://www.econbiz.de/10013417091
This paper examines the relationship between commodity returns in Ghana and if any, the role of exchange rate on such relationship using wavelet analysis and monthly data from September, 2007 to March, 2021. We test for the robustness of the empirical findings using multiple wavelet analysis. We...
Persistent link: https://www.econbiz.de/10014497249
Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...
Persistent link: https://www.econbiz.de/10013498963