Zobrazeno 1 - 10
of 76
pro vyhledávání: '"Khamis Hamed Al-Yahyaee"'
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-27 (2024)
Abstract We analyze the connectedness between major cryptocurrencies and nonfungible tokens (NFTs) for different quantiles employing a time-varying parameter vector autoregression approach. We find that lower and upper quantile spillovers are higher
Externí odkaz:
https://doaj.org/article/c5bb4dc700334b9db8815683102b7c77
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-21 (2021)
Abstract 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 (RW
Externí odkaz:
https://doaj.org/article/7ee96b556cea4be585f053fb4a521f27
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-1 (2021)
Externí odkaz:
https://doaj.org/article/e51b4df15c0f450d9ea1447e3517961c
Autor:
Khamis Hamed Al-Yahyaee, Sang Hoon Kang, Walid Mensi, Idries Mohammad Wanas Al-Jarrah, Xuan Vinh Vo
Publikováno v:
International Review of Economics & Finance. 76:96-113
This study investigates dynamic frequency connectedness for volatility differences among eight popular cryptocurrencies (Bitcoin, Ethereum, Litecoin, Dash, Monero, Ripple, Nem and Stellar). It employs the methodologies of Diebold and Yilmaz (2014; 20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a73affca06a6c8460b0395972f73384
https://doi.org/10.1016/j.iref.2021.05.009
https://doi.org/10.1016/j.iref.2021.05.009
Publikováno v:
The Quarterly Review of Economics and Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::845ce74ee40183ae6c4a1c5f66dd2b00
https://doi.org/10.1016/j.qref.2022.10.012
https://doi.org/10.1016/j.qref.2022.10.012
Publikováno v:
Economic Analysis and Policy. 71:397-419
This paper examines the frequency of spillovers between crude oil futures and the Middle East and North Africa (MENA) stock markets. We use the methodologies proposed by Diebold and Yilmaz (2012) and Baruník and Křehlík (2018) and the wavelet cohe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::517f294fb4d28401e147790376553053
https://doi.org/10.1016/j.eap.2021.06.001
https://doi.org/10.1016/j.eap.2021.06.001
Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market
Publikováno v:
Resources Policy. 83:103688
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59e88d7a0756ae0d8bddc041d48afdf8
https://doi.org/10.1016/j.resourpol.2023.103688
https://doi.org/10.1016/j.resourpol.2023.103688
Publikováno v:
Meditari Accountancy Research. 29:1283-1313
Purpose The purpose of this paper is to examine the relation between financial statement comparability and corporate investment efficiency of a large sample of US firms. Design/methodology/approach The authors use a large sample of US-listed firms fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0df619be97501b2369cfa1740d2d0ada
https://doi.org/10.1108/medar-12-2019-0629
https://doi.org/10.1108/medar-12-2019-0629
Publikováno v:
Emerging Markets Finance and Trade. 57:4408-4423
This study investigates the associations between investment efficiency and both the existence of a board investment committee (IC) and its expertise. Using a sample of industrial firms from six Gul...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa4b526b3b8e0131e6067ad2f3e9c6c9
https://doi.org/10.1080/1540496x.2020.1816461
https://doi.org/10.1080/1540496x.2020.1816461
Publikováno v:
International Journal of Finance & Economics. 26:2904-2926
This study examines the dependence structure and systemic risk concerning Sukuk, Sharia, and the Gulf Cooperation Council (GCC) stock markets. We first use copula functions to investigate the dependence structure between these markets, and subsequent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa8e49b303569c8bf0b6c31e0725f43c
https://doi.org/10.1002/ijfe.1942
https://doi.org/10.1002/ijfe.1942