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Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model

Ji, Qiang; Bouri, Elie; Roubaud, David; Shahzad, Syed … - In: Energy economics 75 (2018), pp. 14-27

Persistent link: https://www.econbiz.de/10011973850

Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions

Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95

Persistent link: https://www.econbiz.de/10011808369

Economic policy uncertainty and stock markets : long-run evidence from the US

Arouri, Mohamed; Estay, Christophe; Rault, Christophe; … - In: Finance research letters 18 (2016), pp. 136-141

Persistent link: https://www.econbiz.de/10011656969

Oil prices, exchange rates and stock markets under uncertainty and regime-switching

Roubaud, David; Arouri, Mohamed - In: Finance research letters 27 (2018), pp. 28-33

Persistent link: https://www.econbiz.de/10012006722

The policy uncertainty and market volatility puzzle : evidence from wavelet analysis

Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284

Persistent link: https://www.econbiz.de/10012421584

Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets

Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012796953

Housing and Economic Policy Uncertainty in the OECD Countries

Balcilar, Mehmet - 2020

This study is aimed at examining the dynamic relationships between housing prices return and economic policy uncertainty (EPU) using a panel vector auto-regression (PVAR) approach and annual data for a panel of 16 OECD countries over the period 2004-2018. The study includes economic growth,...

Persistent link: https://www.econbiz.de/10012823737

Global uncertainties and Australian financial markets : quantile time-frequency connectedness

Sheikh, Umaid A.; Asadi, Mehrad; Roubaud, David; … - In: International review of financial analysis 92 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014492393

Housing sector and economic policy uncertainty : a GMM panel VAR approach

Balcilar, Mehmet; Roubaud, David; Uzuner, Gizem; Wohar, … - In: International review of economics & finance : IREF 76 (2021), pp. 114-126

Persistent link: https://www.econbiz.de/10013175755

How do systematic risk spillovers reshape investment outcomes?

Tao, Miaomiao; Roubaud, David; Tiwari, Aviral Kumar; … - In: Finance research letters 75 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015407273