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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

Examining top management commitment to TQM diffusion using institutional and upper echelon theories

Dubey, Rameshwar; Gunasekaran, Angappa; Childe, Stephen J. - In: International journal of production research 56 (2018) 8, pp. 2988-3006

Persistent link: https://www.econbiz.de/10011874477

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

Ji, Qiang; Bouri, Elie; Roubaud, David - In: International review of financial analysis 57 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012006300

On the Hedge and Safe Haven Properties of Bitcoin : Is it Really More than a Diversifier?

Bouri, Elie - 2016

This paper uses a dynamic conditional correlation model to examine whether Bitcoin can act as a hedge and safe haven for major world stock indices, bonds, oil, gold, the general commodity index and the US dollar index. Daily and weekly data span from July 2011 to December 2015. Overall, the...

Persistent link: https://www.econbiz.de/10012982132

Time-varying efficiency in food and energy markets : evidence and implications

Jebabli, Ikram; Roubaud, David - In: Economic modelling 70 (2018), pp. 97-114

Persistent link: https://www.econbiz.de/10012027818

Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628

Persistent link: https://www.econbiz.de/10012160046

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

Comovements of gold futures markets and the spot market : a wavelet analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 19-24

Persistent link: https://www.econbiz.de/10011982447