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Delineation of blockchain technology in finance : a scientometric view

Jaiswal, Rachana; Gupta, Shashank; Tiwari, Aviral Kumar - In: Annals of financial economics 17 (2022) 4, pp. 1-26

Persistent link: https://www.econbiz.de/10014234519

The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis

Aloui, Mouna; Hamdi, Besma; Tiwari, Aviral Kumar; … - In: International journal of law and management 65 (2023) 6, pp. 485-510

Persistent link: https://www.econbiz.de/10014432902

Quantile dependence of Bitcoin with clean and renewable energy stocks : new global evidence

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Applied economics 56 (2024) 3, pp. 286-300

Persistent link: https://www.econbiz.de/10014439909

Revisiting the determinants of cryptocurrency excess return : does scarcity matter?

Bui, Mai; Huy Pham; Binh Nguyen Thanh; Tiwari, Aviral Kumar - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10015323723

Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures

Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013286535

Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions

Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95

Persistent link: https://www.econbiz.de/10011808369

Value-at-Risk and Expected Shortfall in Cryptocurrencies' Portfolio : A Vine Copula-based Approach

Trucíos, Carlos - 2019

Risk management is an important and helpful process for investors, hedge funds, traders and market makers. One of its key points is the appropriate estimation of risk measures which can improve the investment decisions and trading strategies. The high volatility of cryptocurrencies turns them a...

Persistent link: https://www.econbiz.de/10012864228

Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model

Shi, Yongjing; Tiwari, Aviral Kumar; Gozgor, Giray; Lu, Zhou - In: Research in international business and finance 53 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012549821

Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models

Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh - In: Applied economics 51 (2019) 37, pp. 4073-4082

Persistent link: https://www.econbiz.de/10012196960

Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach

Trucíos, Carlos; Tiwari, Aviral Kumar; Alqahtani, Faisal - In: Applied economics 52 (2020) 24, pp. 2580-2593

Persistent link: https://www.econbiz.de/10012210957