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Covid-19 impact on NFTs and major asset classes interrelations : insights from the wavelet coherence analysis

Umar, Zaghum; Gubareva, Mariya; Teplova, Tamara V.; … - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553764

Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments

Usman, Muhammad; Umar, Zaghum; Gubareva, Mariya; Dang … - In: Applied economics 55 (2023) 52, pp. 6091-6114

Persistent link: https://www.econbiz.de/10014381519

Is there a nexus between NFT, DeFi and carbon allowances during extreme events?

Ghosh, Bikramaditya; Gubareva, Mariya; Zulfiqar, Noshaba; … - In: China finance review international 14 (2024) 3, pp. 456-479

Persistent link: https://www.econbiz.de/10015323232

Spillover and risk transmission between the term structure of the US interest rates and Islamic equities

Umar, Zaghum; Yousaf, Imran; Gubareva, Mariya; Vo Xuan Vinh - In: Pacific-Basin finance journal 72 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013370392

Linkages between DeFi assets and conventional currencies : evidence from the COVID-19 pandemic

Yousaf, Imran; Nekhili, Ramzi; Gubareva, Mariya - In: International review of financial analysis 81 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013375400

Frequency connectedness between DeFi and cryptocurrency markets

Mensi, Walid; Gubareva, Mariya; Kang, Sang Hoon - In: The quarterly review of economics and finance 93 (2024), pp. 12-27

Persistent link: https://www.econbiz.de/10014494633

The resilience of Shariah-compliant investments : probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets

Ali, Shoaib; Naveed, Muhammad; Hanif, Hasan; Gubareva, … - In: International review of financial analysis 91 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014447051

Spillovers and hedging effectiveness between Islamic cryptocurrency and metal markets : evidence from the COVID-19 outbreak

Yousaf, Imran; Ali, Shoaib; Marei, Mohamed; Gubareva, Mariya - In: International review of economics & finance : IREF 92 (2024), pp. 1126-1151

Persistent link: https://www.econbiz.de/10014535080

Return and volatility spillovers between non-fungible tokens and conventional currencies : evidence from the TVP-VAR model

Yousaf, Imran; Youssef, Manel; Gubareva, Mariya - In: Financial innovation : FIN 10 (2024), pp. 1-22

This study investigates the static and dynamic return and volatility spillovers between non-fungible tokens (NFTs) and conventional currencies using the time varying parameter vector autoregressions approach. We reveal that the total connectedness between these markets is weak, implying that...

Persistent link: https://www.econbiz.de/10014540548

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Vo Xuan Vinh; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantile connectedness approach, we identify cross-quantile...

Persistent link: https://www.econbiz.de/10014289114