Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Zynobia Barson"'
Autor:
Zynobia Barson, Peterson Owusu Junior
Publikováno v:
Research in Globalization, Vol 8, Iss , Pp 100229- (2024)
We present tail risk analysis of cryptocurrencies (Bitcoin, Ethereum and Litecoin), non-fungible tokens, stocks (FTSE 100 and S&P 500) and Gold from November 12, 2017 to March 31, 2022 using conditional model-based Value-at-Risk (VaR). We explored wh
Externí odkaz:
https://doaj.org/article/ed556c127ffc42e1aa501a1870080a2c
Publikováno v:
Journal of Economic Structures, Vol 12, Iss 1, Pp 1-24 (2023)
Abstract This paper examines the relationship between commodity returns in Ghana and if any, the role of exchange rate on such relationship using wavelet analysis and monthly data from September, 2007 to March, 2021. We test for the robustness of the
Externí odkaz:
https://doaj.org/article/72a7eaf36c724123a84e010c28c75525
Autor:
Zynobia Barson, Peterson Owusu Junior
Publikováno v:
Heliyon, Vol 9, Iss 10, Pp e20668- (2023)
We explore both the static and dynamic connectedness across traditional and unconventional assets classes using the Baruník-Křehlík connectedness and wavelets techniques. These techniques are used to characterise the static and rolling-window conn
Externí odkaz:
https://doaj.org/article/01fc2089e12e42b889b255ca03ed9039
Publikováno v:
Complexity, Vol 2022 (2022)
We employ a frequency-dependent asymmetric and causality analysis to investigate the connectedness between gold and cryptocurrencies during the COVID-19 pandemic. Hence, the variational mode decomposition-based quantile regression is utilised. Findin
Externí odkaz:
https://doaj.org/article/3bac48360b814a19929c67a0855fc5e6
This paper examines the relationship between commodity prices in Ghana and if any, the role of exchange rate on such relationship using wavelet analysis and monthly data from September, 2007 to March, 2021. We test for the robustness of the empirical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c67285c6008da9a2f984d1ecb8c2fe2f
https://doi.org/10.21203/rs.3.rs-1903219/v1
https://doi.org/10.21203/rs.3.rs-1903219/v1