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A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets

Ur Rehman, Mobeen; Kang, Sang Hoon - In: Global finance journal 49 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012887193

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches

Al-Yahyaee, Khamis Hamed; Ur Rehman, Mobeen; Mensi, Walid; … - In: The North American journal of economics and finance : a … 49 (2019), pp. 47-56

Persistent link: https://www.econbiz.de/10012269150

Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications

Mensi, Walid; Ur Rehman, Mobeen; Al-Yahyaee, Khamis Hamed; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 283-294

Persistent link: https://www.econbiz.de/10012120250

Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application

Ur Rehman, Mobeen; Asghar, Nadia; Kang, Sang Hoon - In: Pacific-Basin finance journal 61 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012494418

The hedge asset for BRICS stock markets : bitcoin, gold or VIX

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316

Persistent link: https://www.econbiz.de/10012818937

COVID-19 and cryptocurrency market : evidence from quantile connectedness

Naeem, Muhammad Abubakr; Qureshi, Saba; Ur Rehman, Mobeen; … - In: Applied economics 54 (2022) 3, pp. 280-306

Persistent link: https://www.econbiz.de/10012874033

Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic

Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013539022

Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies

Ur Rehman, Mobeen; Katsiampa, Paraskevi; Zeitun, Rami; … - In: Emerging markets review 55 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014481146