[HTML][HTML] Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis
A Bejaoui, W Frikha, A Jeribi, AF Bariviera - Physica A: Statistical …, 2023 - Elsevier
This paper examines the dynamic connectedness between Gulf countries and BRICS stocks
markets with a sample of cryptocurrencies, as well as two newly developed digital assets …
markets with a sample of cryptocurrencies, as well as two newly developed digital assets …
Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian–Ukraine War
The study uses wavelet power spectrum and wavelet coherence transformation
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …
Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness …
This paper investigates the dynamic volatility spillover among energy commodities and
financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency …
financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency …
Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework
This paper studies the impact of Bitcoin on decomposed oil price shocks within a quantile-
based framework, through which the underlying investment sheltering role of Bitcoin for …
based framework, through which the underlying investment sheltering role of Bitcoin for …
Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and …
ŞC Gherghina, LN Simionescu - Financial Innovation, 2023 - Springer
This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …
COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets: a wavelet-based analysis
W Frikha, M Brahim, A Jeribi… - Journal of Business …, 2023 - Taylor & Francis
This paper aims to investigate the impacts of the COVID-19 pandemic and Russia-Ukraine
war on the interconnectedness between the US and China stock markets, major …
war on the interconnectedness between the US and China stock markets, major …
[HTML][HTML] Gold and the herd of Cryptos: Saving oil in blurry times
This paper assesses the effectiveness of a broad set of 1066 active and continuously traded
cryptocurrencies as a safe haven instrument against extreme oil price movements, in …
cryptocurrencies as a safe haven instrument against extreme oil price movements, in …
Dynamic connectedness between FinTech innovation and energy volatility during the war in time of pandemic
LT Ha - Environmental Science and Pollution Research, 2023 - Springer
We use an extended joint connectedness technique and the time-varying parameter vector
autoregression (ETVP-VAR) method to examine connections between the ARK FinTech …
autoregression (ETVP-VAR) method to examine connections between the ARK FinTech …
Multidimensional connectedness among the fourth industrial revolution assets
This study investigates the multidimensional connectedness between various Fourth
Industrial Revolution assets and global commodities to analyze their role in portfolio …
Industrial Revolution assets and global commodities to analyze their role in portfolio …
[HTML][HTML] Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic
This paper investigates the tail behavior patterns of commodity assets, the risk exposure of
these assets, and how they rank given their safe haven properties. We use state-of-the-art …
these assets, and how they rank given their safe haven properties. We use state-of-the-art …