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Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar; … - 2019

Persistent link: https://www.econbiz.de/10012144916

The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes

Mensi, Walid; Tiwari, Aviral Kumar; Bouri, Elie; … - In: Energy economics 66 (2017), pp. 122-139

Persistent link: https://www.econbiz.de/10011896437

Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis

Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453

Persistent link: https://www.econbiz.de/10012137404

Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches

Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Kablan, … - In: Energy economics 101 (2021), pp. 1-36

Persistent link: https://www.econbiz.de/10013161506

The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis

Tiwari, Aviral Kumar; Raheem, Ibrahim D.; Bozoklu, Seref; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1569-1590

Persistent link: https://www.econbiz.de/10012815114

Decomposing time-frequency relationship between interest rates and share prices in India through wavelets

Tiwari, Aviral Kumar - In: Economia internazionale 66 (2013) 4, pp. 515-531

Persistent link: https://www.econbiz.de/10010250728

Oil prices and the macroeconomy reconsideration for Germany : using continuous wavelet

Tiwari, Aviral Kumar - In: Economic modelling 30 (2013), pp. 636-642

Persistent link: https://www.econbiz.de/10009708824

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

On the relationship between oil price and exchange rates : a wavelet analysis

Uddin, Mohammed Gazi Salah; Tiwari, Aviral Kumar; … - In: Economic modelling 35 (2013), pp. 502-507

Persistent link: https://www.econbiz.de/10010336761

Export led growth or growth led export hypothesis in India : evidence based on time-frequency approach

Dar, Arif Billah; Bhanja, Niyati; Samantaraya, Amaresh; … - 2013

A plethora of research activity on the relationship between a country’s export and economic growth has produced ambiguous and mixed results. We reinvestigate this relationship using the methodology of wavelets based correlation and cross correlation. Our results show that the relationship...

Persistent link: https://www.econbiz.de/10009760599