Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Jahangir Sultan"'
Autor:
Ramzi Nekhili, Jahangir Sultan
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 4, Pp 641-652 (2022)
The recent 50% drop in the price of the flagship cryptocurrency Bitcoin reinforces the persistent anxiety among cryptocurrency investors. Can alternative assets hedge Bitcoin risk? This study investigates the ability of equities, commodities, bonds,
Externí odkaz:
https://doaj.org/article/683e203dca0a418faf7b86a1fc532817
Autor:
Ramzi Nekhili, Jahangir Sultan
Publikováno v:
International Journal of Financial Studies, Vol 8, Iss 2, p 19 (2020)
This paper aims at identifying a validated risk model for the cryptocurrency market. We propose a stochastic volatility model with co-jumps in return and volatility (SVCJ) to highlight the role of jumps in returns and volatility in affecting Value-at
Externí odkaz:
https://doaj.org/article/b81018abbfcf49bcb73938eb2577658a
Publikováno v:
Applied Economics. :1-21
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::32e4c90c0991eae892c28e42b4595273
https://doi.org/10.1080/00036846.2022.2131722
https://doi.org/10.1080/00036846.2022.2131722
Publikováno v:
The Journal of Risk Finance. 24:59-71
PurposeThis study examine the response of liquidity of Bitcoin and Ethereum to the Russia-Ukraine war in an event study context and investigate whether the war had a transitory or a permanent effect on cryptocurrency liquidity.Design/methodology/appr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3520cd7118df77eacb3e6e4ba3c2de9a
https://doi.org/10.1108/jrf-05-2022-0103
https://doi.org/10.1108/jrf-05-2022-0103
Publikováno v:
The European Journal of Finance. 26:1703-1724
Cross-market linkages allow transmission of shocks among markets. Previous measures of such spillovers are based on broader stock market indexes, which cannot identify the industries that are the principal drivers of spillovers and the industries tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d12e02e3ee76a75aaca5613c9cbb0fbd
https://doi.org/10.1080/1351847x.2020.1774406
https://doi.org/10.1080/1351847x.2020.1774406
Publikováno v:
Research in International Business and Finance. 64:101905
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65f3221b997d85fae33aeea9e6b2a8d9
https://doi.org/10.1016/j.ribaf.2023.101905
https://doi.org/10.1016/j.ribaf.2023.101905
Publikováno v:
The Professional Medical Journal. 25:1024-1028
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62f6285c6f0edf2717bf0bd64514ceac
https://doi.org/10.29309/tpmj/18.4478
https://doi.org/10.29309/tpmj/18.4478
Publikováno v:
The Professional Medical Journal. 25:1024-1028
Objective: The objective of this study was to study the semen parameters and its relation to hormonal status in infertile men. Study Design: Cross sectional study. Period: March 2015 to April 2017. Setting: Jinnah Hospital Fertility Centre; Departmen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59b37169aa140eb725f7364878489e38
https://doi.org/10.29309/tpmj/2018.25.07.116
https://doi.org/10.29309/tpmj/2018.25.07.116
Data is the most important commodity, which is why data protection has become a global priority. Data breaches and security flaws can jeopardize the global economy. Organizations face a greater risk of failing to achieve strategy and business goals a
Publikováno v:
Resources Policy. 74:102419
This paper investigates the co-movements among precious metals (gold, silver, platinum, and palladium) across time-frequency domains and investment horizons and its implications for dynamic hedging, asset allocation, and utility gains. Based on a mul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3458caf7c2470224d878ffd5fe1cf549
https://doi.org/10.1016/j.resourpol.2021.102419
https://doi.org/10.1016/j.resourpol.2021.102419