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Higher moment connectedness of cryptocurrencies : a time-frequency approach
Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Journal of economics and finance : JEF 47 (2023) 3, pp. 793-814
Persistent link: https://www.econbiz.de/10014380684
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Cross-country categorical economic policy uncertainty spillovers : evidence from a conditional connectedness TVP-VAR framework
Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Journal of financial economic policy 15 (2023) 2, pp. 164-181
Persistent link: https://www.econbiz.de/10014316129
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Sectoral integration on an emerging stock market : a multi-scale approach
Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Journal of economic interaction and coordination 18 (2023) 4, pp. 759-778
Persistent link: https://www.econbiz.de/10014422592