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Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies

Albulescu, Claudiu Tiberiu; Demirer, Rıza; Raheem, … - In: Energy economics 83 (2019), pp. 375-388

Persistent link: https://www.econbiz.de/10012175739

Cross-Border Capital Flows and Information Spillovers across the Equity and Currency Markets in Emerging Economies

Bathia, Deven; Demirer, Riza; Ferrer Lapeña, Roman; … - 2021

This paper presents a novel perspective on the interaction between equity and currency markets in emerging market economies (EMEs) by (i) examining the nonlinear effects of capital flows on return spillovers between the stock and currency markets in a sample of twelve EMEs via the...

Persistent link: https://www.econbiz.de/10013227691

Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

Bathia, Deven; Demirer, Rıza; Ferrer, Román; Raheem, … - In: Journal of international money and finance 139 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478226

Evidence of information transmission across currency futures markets using frequency domain tests

Kumar, Satish - In: The North American journal of economics and finance : a … 37 (2016), pp. 319-327

Persistent link: https://www.econbiz.de/10011672977

Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging

Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35

Persistent link: https://www.econbiz.de/10013534076

Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency domain

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327

Persistent link: https://www.econbiz.de/10013554892

Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: International journal of managerial finance : IJMF 21 (2025) 1, pp. 286-327

Persistent link: https://www.econbiz.de/10015197946

Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness

Asadi, Mehrad; Roubaud, David; Tiwari, Aviral Kumar - In: Energy economics 109 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013283917

Uncertainty co-movement in major European countries

Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah - In: Theoretical economics letters 5 (2015) 2, pp. 256-261

Persistent link: https://www.econbiz.de/10011396471

Information spillovers and connectedness networks in the oil and gas markets

Ji, Qiang; Geng, Jiang-Bo; Tiwari, Aviral Kumar - In: Energy economics 75 (2018), pp. 71-84

Persistent link: https://www.econbiz.de/10011973862