Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Besma Hkiri"'
Publikováno v:
Energies, Vol 17, Iss 12, p 2810 (2024)
This study investigates the asymmetric impacts of Bitcoin prices on Bitcoin energy consumption. Two series are shown to be chaotic and non-linear using the BDS Independence test. To take into consideration this nonlinearity, we employed the QNARDL mo
Externí odkaz:
https://doaj.org/article/85aa6c0f87c440d5b33459fae63227a9
Publikováno v:
Complexity, Vol 2022 (2022)
In this paper, wavelet coherences and quantile autoregressive distributed lag (QARDL) approaches are used to study the effect of economic policy uncertainty (EPU), infectious disease EMV tracker (IDEMV), and implied volatility (VIX) on illiquidity du
Externí odkaz:
https://doaj.org/article/9437e24d7a644bfeace146aa5be89c2a
Publikováno v:
Heliyon, Vol 7, Iss 9, Pp e08028- (2021)
In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a
Externí odkaz:
https://doaj.org/article/19df180c009848cf874fd1c82c2ce4d5
Publikováno v:
Renewable Energy. 209:340-356
Publikováno v:
Journal of Applied Economics and Business Studies. 6:67-78
The COVID-19 pandemic drastically damaged business activities that not only affected conventional financial markets but also upset Islamic securities. Given the severity of the recent pandemic, this study looked at the returns of the investor attenti
Publikováno v:
Complexity. 2022:1-23
In this paper, wavelet coherences and quantile autoregressive distributed lag (QARDL) approaches are used to study the effect of economic policy uncertainty (EPU), infectious disease EMV tracker (IDEMV), and implied volatility (VIX) on illiquidity du
Publikováno v:
Resources Policy. 82:103487
Publikováno v:
Environmental science and pollution research international.
Various empirical studies have examined the nexus between financial markets, but this study focused on the comovement among prominent markets. Our study examines the interrelationship among main financial markets, i.e., stock, oil, and commodity duri
Publikováno v:
Empirical Economics. 61:2963-2983
This paper analyzes the time-varying relationship between risk aversion and both conventional and unconventional monetary policy in an international context and at different frequencies using a wavelet coherency analysis. Our main results suggest the
Publikováno v:
The Quarterly Review of Economics and Finance. 78:70-87
In this work we offer new insight into the relationship between interest rates and uncertainty for several advanced economies (Canada, Euro Area, Japan, UK, US) for the period 2003−2018. For this purpose, we utilize wavelets, which allow us to anal