| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Asymmetric volatility connectedness among U.S. stock sectors |
0 |
1 |
4 |
26 |
1 |
3 |
16 |
95 |
| Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations |
0 |
0 |
5 |
8 |
2 |
4 |
25 |
37 |
| Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis |
0 |
1 |
2 |
6 |
1 |
6 |
21 |
35 |
| Credit Rating Changes and Stock Market Reaction in the Kingdom of Bahrain |
0 |
0 |
1 |
2 |
0 |
1 |
5 |
11 |
| Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum |
0 |
1 |
13 |
54 |
18 |
90 |
298 |
459 |
| Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis |
0 |
1 |
4 |
13 |
2 |
16 |
31 |
51 |
| Dynamic spillover and connectedness in higher moments of European stock sector markets |
1 |
1 |
1 |
8 |
2 |
13 |
21 |
33 |
| Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data |
0 |
0 |
0 |
1 |
0 |
3 |
13 |
17 |
| Ethereum futures and the efficiency of cryptocurrency spot markets |
0 |
1 |
1 |
2 |
1 |
4 |
11 |
16 |
| European bank credit risk transmission during the credit Suisse collapse |
0 |
1 |
2 |
32 |
1 |
10 |
35 |
84 |
| Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods |
0 |
0 |
6 |
18 |
0 |
3 |
23 |
51 |
| Exploring exchange rate returns at different time horizons |
0 |
0 |
0 |
7 |
0 |
1 |
7 |
57 |
| Extreme connectedness between renewable energy tokens and fossil fuel markets |
0 |
0 |
2 |
15 |
1 |
6 |
13 |
48 |
| Fear, extreme fear and U.S. stock market returns |
0 |
1 |
5 |
6 |
1 |
14 |
24 |
30 |
| Forecasting cryptocurrency returns with machine learning |
2 |
7 |
26 |
79 |
2 |
21 |
85 |
196 |
| Frequency interdependence and portfolio management between gold, oil and sustainability stock markets |
0 |
0 |
1 |
3 |
0 |
0 |
15 |
21 |
| Good and bad high-frequency volatility spillovers among developed and emerging stock markets |
0 |
0 |
2 |
4 |
0 |
4 |
12 |
17 |
| Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management |
0 |
0 |
0 |
21 |
0 |
6 |
22 |
105 |
| Hourly Asymmetric Multifractality and Dynamic Efficiency in Cryptocurrency Markets: The Effects of COVID‐19 and Russia–Ukraine Tension |
1 |
1 |
4 |
4 |
1 |
6 |
17 |
17 |
| Impact of Education Tourism on Bahrain¡¯s Economic Growth: A Perspective |
0 |
0 |
1 |
7 |
1 |
1 |
10 |
48 |
| Jump Driven Risk Model Performance in Cryptocurrency Market |
0 |
0 |
0 |
3 |
2 |
5 |
11 |
52 |
| Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic |
0 |
0 |
0 |
11 |
1 |
3 |
10 |
44 |
| Liquidity spillovers between cryptocurrency and foreign exchange markets |
0 |
1 |
3 |
8 |
3 |
9 |
38 |
55 |
| Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets |
0 |
1 |
3 |
12 |
1 |
3 |
17 |
34 |
| Numerical and approximate solutions for coupled time fractional nonlinear evolutions equations via reduced differential transform method |
0 |
0 |
0 |
5 |
0 |
2 |
8 |
28 |
| Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis |
0 |
0 |
1 |
8 |
0 |
3 |
12 |
33 |
| Quantile connectedness and spillovers analysis between oil and international REIT markets |
0 |
0 |
0 |
8 |
1 |
11 |
23 |
43 |
| Quantile dependencies between precious and industrial metals futures and portfolio management |
0 |
0 |
3 |
5 |
1 |
7 |
29 |
35 |
| Return spillovers between decentralized finance and centralized finance markets |
0 |
0 |
1 |
6 |
0 |
2 |
13 |
23 |
| Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries |
1 |
1 |
2 |
2 |
1 |
3 |
9 |
11 |
| Total Journal Articles |
5 |
19 |
93 |
384 |
44 |
260 |
874 |
1,786 |
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