Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Muhammad Owais Qarni"'
Autor:
Muhammad Owais Qarni, Saiqb Gulzar
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-37 (2021)
Abstract This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets. The following methods are applied for the analysis: the spillover index method of Diebold and Yilmaz (Int J F
Externí odkaz:
https://doaj.org/article/69aa888ae63f4fd2b41cc260a67ace1a
Publikováno v:
Journal of Business Economics and Management, Vol 20, Iss 4 (2019)
This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry
Externí odkaz:
https://doaj.org/article/555f56f988d148e7a156719eb371deaa
Publikováno v:
Journal of Business Economics and Management; Vol 20 No 4 (2019); 694-714
Journal of Business Economics and Management, Vol 20, Iss 4 (2019)
Journal of Business Economics and Management, Vol 20, Iss 4 (2019)
This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08189baf86e2910ed70a7eed84b34e31
https://doi.org/10.3846/jbem.2019.8316
https://doi.org/10.3846/jbem.2019.8316
Autor:
Saqib Gulzar, Muhammad Owais Qarni
Publikováno v:
Empirica. 47:543-577
This study analyses and compares the dynamics of intra-European Monetary Union (EMU) and intra-non-EMU, European Union (EU) stock markets’ return spillover during European Sovereign Debt Crisis (November 2, 2009 to December 30, 2016). Diebold and Y
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6921156540d394cc1dea790357fd4e55
https://doi.org/10.1007/s10663-019-09437-6
https://doi.org/10.1007/s10663-019-09437-6
Autor:
Saiqb Gulzar, Muhammad Owais Qarni
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-37 (2021)
This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets. The following methods are applied for the analysis: the spillover index method of Diebold and Yilmaz (Int J Forecast 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d62caa085836d5db3534546321342352
https://doi.org/10.1186/s40854-021-00233-5
https://doi.org/10.1186/s40854-021-00233-5
Autor:
Saqib Gulzar, Muhammad Owais Qarni
Publikováno v:
Business & Economic Review. 10:1-20
This study analyses the return and volatility spillover effects of Shanghai Stock Exchange (SSE) crash to its Major Trading Partners (MTPs) – U.S.A. (S&P 500), Germany (DAX), Japan (Nikkei 225), South Korea (KOSPI), and Hong Kong (HSI) - using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b6a90335fd186ceb77cb4654bf739be
https://doi.org/10.22547/ber/10.3.1
https://doi.org/10.22547/ber/10.3.1