Access Statistics for Aviral Kumar Tiwari

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 0 0 0 40 1 1 2 104
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS 0 0 0 6 0 0 0 57
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS 0 0 0 12 0 0 0 63
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 0 0 4 80
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 1 41 0 0 1 52
A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests 0 0 0 0 0 0 0 27
A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests 0 0 0 10 0 0 0 62
Analysing the distribution properties of Bitcoin returns 0 1 1 113 0 1 1 189
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management 0 0 0 0 0 0 1 1
Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania 0 0 0 73 0 1 1 225
Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets 0 0 0 67 0 0 1 188
Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities 0 0 0 0 0 0 0 0
Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data 0 0 0 69 0 0 0 151
Are fluctuations in electricity consumption per capita transitory? evidence from developed and developing economies 0 0 0 40 0 0 0 141
Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test 0 0 1 18 0 0 3 122
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets 0 0 0 0 1 1 4 49
Causality between consumer price and producer price: Evidence from Mexico 0 0 2 77 0 0 4 119
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 0 0 0 103
Co-movements and contagion between international stock index futures markets 0 0 0 0 0 0 0 145
Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches 0 0 0 126 0 0 1 195
Comovements of gold futures markets and the spot market 0 0 0 0 0 0 1 26
Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach 0 0 0 1 0 0 0 33
Continuous wavelet transform and rolling correlation of European stock markets 0 0 0 0 0 0 1 4
Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA 0 0 0 14 0 0 1 37
Copula-based local dependence among energy, agriculture and metal commodities markets 0 0 0 25 0 0 0 39
Copula-based local dependence between energy, agriculture and metal commodity markets 0 0 1 24 0 0 1 27
Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets 0 0 0 35 0 0 1 80
Dependence Structure between Business Cycles and CO2 Emissions in the U.S.: Evidence from the Time-Varying Markov-Switching Copula Models 0 0 0 37 0 0 0 50
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 1 0 0 0 16
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 3 0 1 3 13
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 7 0 0 0 40
Determinants of capital Structure: comparison of empirical evidence for the use of different estimators 0 0 0 29 0 0 1 88
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( E7 + 1): New evidence from cross‐quantilogram approach 0 0 0 0 1 1 8 10
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 4 11 465
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 1 3 6 88
Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan 0 0 0 72 0 1 2 158
Does Defence Spending Stimulate Economic Growth in India? 0 0 0 110 0 0 1 285
Does financial development increase rural-urban income inequality? Cointegration analysis in the case of Indian economy 1 1 2 118 1 1 4 311
Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries 0 0 0 0 0 0 1 3
Dynamic Inter-relationships among tourism, economic growth and energy consumption in India 0 1 1 51 0 2 3 109
Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis 0 0 0 0 0 0 0 1
Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions in Indonesia 0 0 1 132 0 1 4 343
Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions, in Indonesia 0 0 0 198 0 1 17 572
Economic growth and and FDI in ASIA: A panel data approach 0 0 0 188 0 2 5 381
Electricity Consumption and Economic Growth at the State-level in India: Evidence using Heterogeneous Panel Data Methods 0 0 3 47 0 1 8 119
Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test 0 0 1 72 0 0 4 141
Estabilidad política y tributación 0 0 0 75 0 0 11 397
Estabilidad política y tributación 0 3 3 125 0 3 5 388
Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach 0 0 0 0 0 1 1 1
Extreme co-movements and dependencies among major international exchange rates 0 0 0 0 0 0 1 30
Financial Development and Income Inequality: Is there any Financial Kuznets curve in Iran? 0 0 0 132 1 1 3 349
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility 0 0 0 15 0 4 9 104
Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model 0 0 0 23 0 0 0 130
Impact of supply of money on food prices in India: A causality analysis 0 0 1 106 0 0 1 178
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 0 0 25
India's trade with USA and her trade balance: An empirical analysis 0 0 0 102 0 0 4 287
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 0 0 89
Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches 0 0 0 0 0 1 2 3
Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India 0 0 1 27 0 1 3 32
Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches 0 0 0 28 0 0 3 140
Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis 0 0 0 0 0 0 1 40
Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis 0 0 5 206 1 2 13 640
Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests 0 0 0 92 0 0 7 226
Is per capita GDP non-linear stationary in SAARC countries? 0 1 1 70 0 1 3 291
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 13 0 0 2 57
Is trade deficit sustainable in India? An inquiry 0 0 0 51 0 0 0 155
Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas 0 0 0 16 0 0 0 163
Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India 0 0 1 78 0 0 1 220
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 0 23 0 1 7 76
Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis 0 0 0 15 0 0 1 28
Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis 0 0 0 0 1 1 1 1
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 0 53 0 0 1 99
Oil Returns and Volatility: The Role of Mergers and Acquisitions 0 0 0 4 0 0 2 93
Oil price and macroeconomy in India – An evolutionary cospectral coherence approach 0 0 0 29 0 0 1 38
Oil price-inflation pass-through in Romania during the inflation targeting regime 0 0 0 0 0 0 3 71
Oil prices and trade balance: a frequency domain analysis for India 0 0 0 47 0 1 1 133
On the dynamics of energy consumption and employment in public and private sector 0 1 1 74 0 1 1 160
Resource Curse Hypothesis and Role of Oil Prices in USA 0 0 1 28 1 1 3 63
Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis 0 0 0 0 0 0 0 25
Revisiting the inflation - output gap relationship for France using a wavelet transform approach 0 0 0 0 0 0 1 50
Revisiting the relationship between electricity consumption, capital and economic growth: Cointegration and causality analysis in Romania 0 0 0 88 0 0 0 261
SHORT- AND LONG-RUN TAIL DEPENDENCE SWITCHING IN MENA STOCK MARKETS: THE ROLES OF OIL, BITCOIN, GOLD AND VIX 0 0 1 23 0 0 2 39
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 0 0 61
Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains 0 0 0 10 0 2 4 54
Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach 0 0 0 20 0 2 3 85
Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks 0 0 0 1 0 0 4 79
Taxation and political stability 1 1 4 115 2 5 24 480
Taxation and political stability 0 0 0 117 1 1 5 539
Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States 0 0 0 12 0 0 1 48
Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test 0 0 0 0 0 0 1 36
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis 0 0 1 36 0 0 1 142
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis 0 0 0 6 0 1 1 59
The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression 0 0 0 0 1 3 16 19
The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis 0 0 1 2 0 0 1 2
The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis 0 0 0 0 0 0 0 26
The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis 0 0 1 20 1 1 2 36
The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains 0 0 0 37 0 0 0 129
The Role of ICT and Financial Development on CO2 Emissions and Economic Growth 0 0 0 16 1 1 2 41
The Role of ICT and Financial Development on CO2 Emissions and Economic Growth 0 0 1 56 0 1 2 92
The Role of ICT and Financial Development on CO2 Emissions and Economic Growth 0 1 1 43 0 3 3 61
The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 0 0 0 31 0 0 0 74
The behaviour of US and UK public debt: further evidence based on time varying parameters 0 0 0 11 0 0 1 39
The effects of financial development, economic growth, coal consumption and trade openness on environment performance in South Africa 0 0 3 136 1 1 11 336
The environmental Kuzents Curve and the role of coal consumption in India: cointegration and causality analysis in an open economy 0 0 1 105 0 0 1 273
The role of ICT and financial development in CO2 emissions and economic growth 1 1 4 16 1 3 10 38
The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone 0 0 1 1 0 0 1 2
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 40 1 1 3 83
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 1 67 1 1 4 76
Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices 0 0 0 47 0 0 0 95
Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries 0 0 0 53 0 0 5 136
Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 0 0 0 25 0 0 1 74
Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress 0 0 0 17 0 0 2 57
Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach 0 0 0 9 0 1 1 40
Tourism-induced financial development in Malaysia: New evidence from the tourism development index 0 0 0 0 0 1 6 97
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study 0 0 0 1 0 0 0 5
Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India 0 0 0 0 0 0 2 3
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 0 6 125
Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains 0 0 0 53 0 1 3 128
What Determines Bitcoin’s Value? 0 0 2 79 0 1 6 132
What Determines Bitcoin’s Value? 0 0 0 0 1 1 3 4
What drives Bitcoin price? 0 0 0 0 0 0 5 121
Total Working Papers 3 11 50 4,708 21 72 341 14,521
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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS 0 0 0 2 0 0 0 34
A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns 0 1 1 4 2 3 5 13
A Structural VAR (SVAR) analysis of fiscal shocks on current accounts in India 0 0 0 86 0 1 1 198
A Structural VAR analysis of Fiscal shocks on current accounts in Greece 0 0 2 23 0 0 3 71
A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification 0 0 0 5 1 2 2 40
A comparison of different forecasting models of the international trade in India 1 1 2 96 1 2 3 298
A comparison of different univariate forecasting models forSpot Electricity Price in India 0 0 3 31 0 0 4 155
A frequency domain causality investigation between futures and spot prices of Indian commodity markets 0 0 2 25 0 1 5 142
A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence 0 0 1 7 0 0 1 30
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 0 9 0 1 1 84
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices 0 0 0 25 0 1 3 102
A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA 0 0 0 23 0 0 3 93
A risk-neutral approach to the RAROC method of loan pricing using account-level data 2 4 15 15 4 9 34 34
A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India 3 10 36 672 8 28 100 1,763
A time varying approach on the price elasticity of electricity in India during 1975–2013 0 1 5 44 0 4 20 166
A time-varying Granger causality analysis between water stock and green stocks using novel approaches 0 1 1 1 0 1 1 1
A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA 0 0 0 0 0 1 1 1
A wavelet analysis of the relationship between oil and natural gas prices 0 0 1 21 0 0 6 74
AN ERROR-CORRECTION ANALYSIS OF INDIA-US TRADE FLOWS 0 0 0 38 0 0 0 158
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 0 0 70
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices 0 2 6 6 3 9 36 36
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets 0 0 1 15 0 0 2 52
An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India 0 0 1 12 0 0 3 34
An empirical analysis of the dynamic relationship between clean and dirty energy markets 0 0 1 1 0 1 3 3
An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain 0 0 1 42 0 0 3 147
An explainable artificial intelligence approach to understanding drivers of economic energy consumption and sustainability 0 1 1 1 0 2 4 4
Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models 0 1 1 9 0 3 7 35
Analysing spillover between returns and volatility series of oil across major stock markets 0 0 2 4 1 1 6 20
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look 0 0 0 14 0 1 2 68
Analysing the spillover of inflation in selected Euro-area countries 1 1 4 16 1 3 10 58
Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA 0 0 1 8 0 1 3 22
Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model 0 0 0 10 0 2 4 23
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management 0 0 1 13 0 0 5 72
Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India 0 0 1 2 1 1 4 17
Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania 0 0 0 48 0 3 9 147
Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey 0 0 0 0 0 1 2 2
Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries 0 0 0 29 0 0 0 96
Analyzing the connectedness between crude oil and petroleum products: Evidence from USA 0 0 0 0 1 3 3 3
Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities 0 0 5 28 1 1 15 187
Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets 0 0 0 12 0 0 0 69
Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet 0 0 5 49 0 3 16 206
Analyzing volatility spillovers between oil market and Asian stock markets 0 0 1 13 0 2 7 55
Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea 0 0 0 1 1 1 2 12
Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests 0 0 1 34 0 0 2 96
Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data 0 0 0 5 0 0 1 35
Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India 0 0 4 99 0 2 7 273
Are exchange rates interdependent? Evidence using wavelet analysis 0 1 1 11 0 1 3 40
Are exports and imports cointegrated in India and China? An empirical analysis 0 0 3 128 0 0 4 371
Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies 0 0 0 24 1 2 3 106
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data 0 0 1 16 3 3 7 58
Are the emerging bric stock markets efficient? 0 0 3 117 0 0 4 339
Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory 0 1 3 5 0 1 6 10
Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test 0 0 0 0 0 0 2 98
Are tourist arrivals stationary? Evidence from BRIC countries 0 0 0 0 0 0 0 0
Are trade deficits sustainable? Evidence from the ASEAN‐five 0 1 1 1 0 1 1 2
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets 0 0 9 88 1 3 21 271
Banking sector performance and economic growth: evidence from Southeast European countries 1 2 3 17 1 4 7 50
Bitcoin returns and risk: A general GARCH and GAS analysis 0 0 11 72 1 3 36 212
CO2 Emission Allowances Risk Prediction with GAS and GARCH Models 0 0 2 2 0 0 5 5
COVID-19 and environmental concerns: A rapid review 0 0 0 2 0 0 1 8
Causality between consumer price and producer price: Evidence from Mexico 0 0 2 94 0 0 6 301
Causality between wholesale price and consumer price indices in India 0 0 0 27 1 1 1 100
Chaos in G7 stock markets using over one century of data: A note 0 0 0 6 0 0 1 43
Co-movements and contagion between international stock index futures markets 0 0 0 9 1 1 3 233
Comovement of Exchange Rates: A Wavelet Analysis 0 0 0 23 0 1 3 79
Comovements of gold futures markets and the spot market: A wavelet analysis 1 4 5 13 1 4 6 62
Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach 0 1 3 297 0 5 12 1,128
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19 0 0 1 1 0 1 5 5
Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19 0 0 0 0 0 0 0 0
Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis 0 0 2 10 0 0 4 14
Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA 0 0 0 12 0 0 1 45
Connectedness and directional spillovers in energy sectors: international evidence 1 2 7 10 1 2 11 19
Connectedness in International Crude Oil Markets 0 0 1 3 0 0 3 13
Continuous wavelet transform and rolling correlation of European stock markets 0 1 1 59 0 3 7 209
Copula-based local dependence among energy, agriculture and metal commodities markets 0 0 1 4 0 0 6 43
Corporate governance and economic growth 0 1 13 498 1 5 29 2,270
Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model 0 0 1 21 0 1 8 87
Correlations and volatility spillovers between oil, natural gas, and stock prices in India 0 0 0 11 1 4 7 70
Corruption, democracy and bureaucracy 0 0 0 51 0 0 1 209
Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht 0 0 5 5 0 0 9 9
DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW 1 2 3 3 2 3 7 7
DETERMINANTS OF CAPITAL STRUCTURE: A QUANTILE REGRESSION ANALYSIS 0 0 2 112 0 1 4 323
DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT 1 1 1 27 3 3 4 127
Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters 3 3 23 286 6 12 47 641
Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets - La scomposizione della relazione di frequenza temporale tra tassi di interesse e prezzi azionari in India tramite wavelet 0 0 0 7 0 0 3 112
Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis 0 0 2 56 0 0 6 223
Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods 0 0 0 0 0 0 1 2
Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods 0 0 3 15 1 2 10 42
Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach 0 0 1 5 0 1 4 21
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic 0 0 1 4 0 2 8 20
Dependence structure between business cycles and CO2 emissions in the U.S.: Evidence from the time-varying Markov-Switching Copula models 0 0 0 4 0 1 2 41
Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach 0 0 2 21 0 0 6 89
Determinants of capital structure: comparison of empirical evidence for the use of different estimators 0 0 1 9 1 2 8 164
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 16 1 1 4 91
Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach 0 0 0 3 0 0 1 20
Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis 0 0 1 11 0 0 2 69
Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study 0 0 2 3 0 0 2 7
Do global financial crises validate assertions of fractal market hypothesis? 0 0 1 13 0 2 4 158
Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach 0 0 0 8 1 1 2 60
Do urbanization, income, and trade affect electricity consumption across Chinese provinces? 0 0 0 10 0 1 2 38
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 3 5 19 198 6 13 66 600
Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan 0 1 1 33 0 2 2 150
Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures 1 4 10 23 1 12 31 74
Does financial development increase rural‐urban income inequality? 0 2 3 31 0 3 7 96
Does financialization enhance renewable energy development in Sub-Saharan African countries? 0 1 2 2 0 2 4 4
Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries 0 0 3 3 1 1 7 12
Does international tourism affect international trade and economic growth? The Indian experience 0 2 6 37 0 4 15 119
Does renewable and/or non-renewable energy consumption matter for total factor productivity (TFP) growth? Evidence from the BRICS 2 7 19 75 3 8 35 199
Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies 0 1 1 25 0 2 7 115
Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market 0 0 0 4 0 1 3 16
Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis 0 0 0 0 0 0 1 1
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty 0 1 3 3 1 7 11 11
Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching 0 0 0 7 0 0 0 25
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches 0 0 6 6 1 2 11 11
Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method 0 0 1 1 0 0 1 1
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 1 2 11 34 2 4 32 99
Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality 0 0 0 2 0 1 2 6
Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter? 0 1 1 9 0 1 3 30
EXECUTIVE TENURE AND FIRM PERFORMANCE: AN EMPIRICAL EXAMINATION OF THE INDIAN CORPORATE LANDSCAPE 0 1 6 23 4 6 54 311
Economic Growth and FDI in Asia: A Panel-Data Approach 1 1 6 242 3 5 32 719
Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia 1 2 16 170 5 18 76 644
Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies 0 2 7 19 0 5 21 46
Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications 0 0 0 0 0 0 1 2
Editorial in Honour of Professor Michael McAleer 0 0 2 10 0 3 21 62
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks 0 1 1 1 1 5 5 5
Effects of CO2, Renewables and Fuel Prices on the Economic Growth in New Zealand 0 1 2 2 1 2 4 4
Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management 0 0 0 4 0 0 2 30
Efficiency or speculation? A dynamic analysis of the Bitcoin market 0 0 6 56 0 6 22 264
Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods 0 3 13 27 5 11 42 105
Emancipatory Ethical Social Media Campaigns: Fostering Relationship Harmony and Peace 0 0 0 4 0 0 3 45
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies 0 0 1 7 0 0 5 40
Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India 1 3 3 188 2 4 44 752
Estimating the market risk of clean energy technologies companies using the expected shortfall approach 0 0 0 7 1 2 4 18
Evaluation of Gold Market in India and its Price Determinants 1 2 5 96 2 4 23 352
Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique 0 2 11 11 0 4 22 22
Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world 0 0 5 6 0 0 8 12
Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited 0 0 0 0 0 0 0 0
Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India 0 0 0 0 0 0 2 132
Exchange Rates and International Reserves in India 1 1 1 13 2 2 4 43
Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach 0 0 4 6 0 0 7 20
Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations 0 3 9 20 1 5 15 50
Exploring the time and frequency domain connectedness of oil prices and metal prices 1 1 1 7 1 1 3 45
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 0 0 1 16 1 1 8 67
Export Led Growth or Growth Led Export Hypothesis in India: Evidence Based on Time-Frequency Approach 0 0 1 2 1 1 2 4
Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors 0 0 2 2 1 3 12 14
Extreme co-movements and dependencies among major international exchange rates: A copula approach 0 0 0 9 0 2 7 76
FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis 0 1 3 34 0 4 19 106
Factors That Influence the Safe Disposal Behavior of E-Waste by Electronics Consumers 0 0 0 0 0 0 2 8
Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran? 0 0 3 48 1 3 16 215
Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future 0 1 2 2 1 2 4 7
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis 0 3 11 11 2 7 27 27
Fiscal Deficit and Inflation: An empirical analysis for India 0 0 2 520 1 1 7 1,669
Fiscal sustainability in E.U.27 0 0 8 102 1 3 24 225
Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries 0 0 2 108 0 0 6 318
Foreign tourist arrivals in India from major source countries: an empirical analysis 0 0 0 0 0 0 2 2
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test 0 1 2 9 0 2 10 29
Frequency based co-movement of inflation in selected euro area countries 0 0 1 14 0 0 1 49
Frequency domain causality analysis of stock market and economic activity in India 0 0 3 32 0 1 5 126
Frequency volatility connectedness across different industries in China 0 1 1 4 0 1 1 16
GAS and GARCH based value-at-risk modeling of precious metals 0 0 3 8 1 2 5 15
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate 0 0 3 33 1 3 14 96
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 0 0 0 27 2 4 8 97
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model 0 0 4 16 0 0 8 61
Governance and Foreign Aid in ASIAN Countries 1 1 2 94 1 1 4 230
Happiness and Environmental Degradation: What Determines Happiness? 0 0 3 194 1 1 12 726
Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis 0 0 0 1 0 0 0 22
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? 1 1 2 25 4 5 11 117
How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis 0 0 9 9 0 2 32 32
Humanitarian aid delivery decisions during the early recovery phase of disaster using a discrete choice multi-attribute value method 0 0 0 6 0 0 0 33
IMPACT OF REAL EXCHANGE RATES ON EXPORTS OF AGRICULTURAL COMMODITIES: EVIDENCE FROM INDIA 0 0 0 96 0 0 0 298
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES 0 0 2 2 1 3 7 13
IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS 0 0 0 38 0 0 2 128
Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis 1 7 13 19 2 13 30 45
Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models 0 1 4 28 2 5 14 105
Impact of oil price risk on sectoral equity markets: Implications on portfolio management 0 0 2 19 0 1 6 112
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 1 8 0 1 2 49
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 0 2 0 2 6 13
Inflation, output gap, and money in Malaysia: evidence from wavelet coherence 0 0 0 26 0 0 1 81
Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform 0 1 1 42 0 2 4 116
Information spillovers and connectedness networks in the oil and gas markets 0 0 1 18 1 3 8 75
Informational efficiency of Bitcoin—An extension 0 0 7 95 0 2 23 337
Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain 0 0 0 0 0 1 4 4
Intellectual capital and firm performance: evidence from Indian banking sector 0 1 5 9 1 6 18 33
Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches 0 2 2 11 0 2 4 27
Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy 0 1 3 3 0 2 7 7
Interplay of Workplace Sustainability, Sustainable Work Performance, Optimism, and Resilience: The Moderating Role of Green Creativity in Luxury Hotels 0 0 0 0 0 0 2 2
Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks 0 0 2 3 0 0 2 14
Investor’s values and investment decision towards ESG stocks 3 12 19 19 3 15 27 27
Is Per Capita GDP Non-linear Stationary in SAARC Countries? 0 1 4 75 0 1 8 369
Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests 0 1 1 48 0 1 2 200
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach 0 0 1 1 1 3 7 12
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 7 0 1 1 27
Is the Labour Force Participation Rate Non-Stationary in Romania? 0 0 0 16 0 0 1 51
Is there any convergence in health expenditures across EU countries? 0 0 3 54 1 1 8 134
Long Run and Short Run Linkages between Stock Indices in Bombay Stock Exchange: A Structural Cointegration Approach 0 0 2 89 0 1 4 265
Long-term trends in non-renewable resource commodity prices: fresh evidence in the presence of structural breaks 0 0 0 2 0 0 1 13
Macroeconomic factors and frequency domain causality between Gold and Silver returns in India 0 0 1 1 0 0 4 20
Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation 0 0 0 0 0 0 3 34
Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic 0 0 1 15 3 4 11 57
Mean reversion in per capita GDP of Asian countries 0 0 0 2 0 0 2 26
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas 0 0 3 9 0 2 9 53
Measuring co-movement of oil price and exchange rate differential in Bangladesh 0 0 1 84 1 2 6 277
Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques 0 0 0 0 0 0 5 5
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 1 1 4 0 1 8 20
Modeling the critical success factors of implementing net zero emission (NZE) and promoting resilience and social value creation 1 3 7 9 1 4 11 16
Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? 0 0 1 42 0 1 2 127
Modeling volatility of precious metals markets by using regime-switching GARCH models 0 0 1 19 0 0 6 76
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches 1 1 1 4 1 1 2 8
Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches 0 1 1 9 0 2 20 113
Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India 0 0 0 26 0 0 1 114
Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models 0 1 3 27 0 3 12 66
Monetary shocks to macroeconomic variables in China using time-vary VAR model 0 0 0 8 0 0 1 17
Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets 0 0 1 20 0 0 1 102
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 2 5 18 0 2 14 63
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach 1 1 1 26 1 1 2 100
New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile 0 0 0 12 0 0 1 71
Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis 0 2 6 7 1 4 15 19
Nexus between tourism and environmental pollution in South Asia: a comparative analysis using time-varying and non-parametric techniques 0 0 1 1 0 0 1 1
Nonlinearities and Chaos: A New Analysis of CEE Stock Markets 0 0 1 2 0 0 2 6
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis 0 0 0 0 0 3 6 6
Oil Price and Exchange Rate in Malaysia: A Time-Frequency Analysis 0 0 0 0 0 0 2 5
Oil and risk premia in equity markets 0 0 0 2 0 0 1 14
Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests 2 2 4 21 3 4 10 104
Oil price and exchange rates: A wavelet based analysis for India 0 1 2 140 0 4 10 417
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis 0 1 2 20 0 1 5 80
Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet 0 0 0 42 0 0 0 137
Oil prices and trade balance: A frequency domain analysis for India 1 3 6 111 1 5 22 388
Oil prices and trade balance: A wavelet based analysis for India 1 8 19 202 2 14 45 518
Oil price–inflation pass-through in Romania during the inflation targeting regime 0 0 1 11 1 1 3 45
Oil returns and volatility: The role of mergers and acquisitions 0 0 2 11 0 1 6 73
On the Dynamics of Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India 0 0 0 0 1 4 6 327
On the dynamics of Indian GDP, crude oil production and imports 0 0 0 4 0 0 0 34
On the relationship between oil price and exchange rates: A wavelet analysis 0 0 3 93 0 0 5 293
On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach 0 0 1 20 0 0 3 60
Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation 0 0 1 5 0 0 2 13
Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis 0 0 2 5 0 1 9 28
Output and stock prices: New evidence from the robust wavelet approach 0 0 0 2 1 1 1 13
Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India 0 0 1 34 0 0 4 121
Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis 0 1 6 135 3 8 52 1,118
Quantifying systemic risk in US industries using neural network quantile regression 0 1 5 8 0 2 11 18
Quantile causality between banking stock and real estate securities returns in the US 0 1 2 4 0 2 6 22
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks 3 5 8 8 4 9 18 18
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak 1 6 23 35 2 12 67 88
REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS 0 0 0 13 0 0 1 67
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 1 4 5 0 1 6 22
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas 1 3 5 5 2 6 18 25
Reassessment of Sustainability of Current Account Deficit in India 0 1 1 17 0 1 2 83
Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries 0 0 1 10 0 0 4 22
Relationship between Exchange Rate and Equity Prices in an Emerging Market: A Continuous Wavelet-based Analysis for Bangladesh 0 0 1 5 0 0 3 14
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis 0 0 7 22 0 0 16 41
Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods 1 2 7 8 1 15 33 37
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis 3 4 5 31 3 5 19 142
Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis 0 0 1 4 0 0 1 12
Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests 0 0 0 14 0 0 1 51
Reprint of: Chaos in G7 stock markets using over one century of data: A note 0 0 0 3 0 0 0 16
Resource curse hypothesis and role of oil prices in USA 0 0 1 4 0 0 4 29
Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test 0 0 0 28 1 1 2 106
Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania 0 0 0 227 0 0 1 776
Revisiting the Role of Gender in Health Taxonomy: Evidence from the Elderly in India 0 1 1 18 0 1 2 73
Revisiting the inflation–output gap relationship for France using a wavelet transform approach 0 0 1 41 0 0 6 170
Revisiting the sustainable versus conventional investment dilemma in COVID-19 times 1 1 1 10 1 1 3 32
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications 1 1 1 1 3 5 5 5
Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy 1 2 3 3 1 4 8 8
Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques 0 0 9 9 0 5 16 16
Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis 0 0 0 8 0 0 2 39
Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war 1 1 1 1 1 2 3 3
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 0 0 1 21
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging 0 0 1 1 0 0 2 2
Spillovers between US real estate and financial assets in time and frequency domains 0 2 3 7 0 3 8 36
Spillovers between output and stock prices: a wavelet approach 0 0 0 5 0 0 0 18
Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations 0 0 0 65 0 0 4 208
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach 0 0 1 9 0 0 4 64
Stock returns and inflation in Pakistan 0 1 6 61 0 1 9 219
Structural changes and regional disparity in China's inflation: a revisit 0 0 0 0 0 0 0 0
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks 0 0 7 15 0 1 23 57
Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach 0 0 3 3 0 0 7 7
Synchronisation of policy related uncertainty, financial stress and economic activity in the United States 0 0 0 2 0 0 1 10
Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches 0 1 4 25 0 3 10 84
Tail risk contagion across electricity markets in crisis periods 1 7 7 7 3 13 13 13
Tail risk dependence, co-movement and predictability between green bond and green stocks 2 3 8 8 5 6 20 20
Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA 0 0 0 157 0 3 6 479
Taxation, Economic Growth and Political Stability 0 2 3 26 1 4 9 108
Testing Income Convergence: Evidence from Indian States Using Panel Linear and Nonlinear Unit Root Tests 0 0 0 65 0 0 0 185
Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis 0 0 0 9 0 0 0 32
Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets 0 0 1 2 0 0 2 16
Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India 0 0 0 14 0 0 0 56
Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India 0 0 0 4 0 0 2 34
Testing the efficiency of metal's market: new evidence from a generalized spectral test 0 0 0 5 1 2 3 17
Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test 0 0 1 9 0 0 1 45
Testing the mean reversion in prices of agricultural commodities in India 0 0 0 60 0 0 1 250
Testing the oil price efficiency using various measures of long-range dependence 0 0 1 8 0 1 2 28
Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks 0 0 0 14 1 1 1 77
Testing the white noise hypothesis in high-frequency housing returns of the United States 0 0 0 3 0 0 2 26
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis 0 0 1 16 0 0 1 76
The Behaviour of US and UK Public Debt: Further Evidence Based on Time Varying Parameters 0 0 1 4 0 0 2 9
The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression 1 5 12 19 5 20 61 89
The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis 0 0 1 5 0 0 2 11
The Inefficiency of Litecoin: A Dynamic Analysis 0 0 0 14 0 0 1 59
The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis 0 0 1 5 0 0 6 18
The Spillover of Inflation among the G7 Countries 1 2 5 9 2 6 14 27
The Stationary of Productivity Shocks: Evidence from 25 OECD and Big-7 Countries 0 0 0 7 0 1 3 45
The asymmetric Granger-causality analysis between energy consumption and income in the United States 0 0 1 30 0 0 1 89
The causality of dollarisation, interest rate and exchange rate: evidence from Laos 0 0 0 15 0 0 0 37
The connectedness in the world petroleum futures markets using a Quantile VAR approach 0 0 4 4 0 0 8 9
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 1 2 20 3 4 7 83
The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches 0 0 2 15 0 1 8 64
The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach 0 0 2 16 0 0 9 63
The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model 0 0 6 33 0 0 14 100
The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa 0 3 10 113 2 8 36 417
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia 0 0 7 14 2 4 24 49
The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy 0 1 1 108 0 1 15 369
The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain 0 0 0 12 0 0 2 68
The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach 0 0 0 5 0 1 3 26
The importance of oil assets for portfolio optimization: The analysis of firm level stocks 0 0 0 24 0 0 4 137
The influence of economic policy uncertainty shocks on art market 1 1 3 3 2 3 9 9
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework 0 0 0 67 0 0 4 245
The measurement of fiscal behavior in some European countries: Panel data perspective 0 0 0 5 0 0 0 26
The nexus between access to electricity and labour productivity in developing countries 0 2 8 41 0 8 19 116
The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis 0 0 0 23 0 0 1 128
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 1 1 1 1 2 5 11
The place of gold in the cross-market dependencies 0 0 0 9 0 0 2 103
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 1 12 0 0 5 49
The relationship between Bitcoin returns and trade policy uncertainty 0 0 1 33 1 3 13 188
The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania 0 1 6 111 2 4 12 854
The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains 0 0 1 4 0 0 4 20
The revenues-spending nexus in Romania: a TAR and MTAR approach 0 0 0 0 0 0 2 2
The role of structural social capital in driving social-oriented sustainable agricultural entrepreneurship 0 0 0 0 2 2 3 3
The stability of interaction channels between tourism and financial development in 10 top tourism destinations: Evidence from a Fourier Toda-Yamamoto estimator 0 1 1 1 0 2 3 6
The sustainability of trade accounts of the ASEAN-5 countries 0 0 0 0 1 1 1 1
The time-varying correlation between output and prices in the United States over the period 1800–2014 0 0 1 7 1 1 4 63
The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone 0 1 2 2 0 1 2 2
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution 1 1 3 11 1 1 9 48
Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market 0 0 0 0 0 0 0 0
Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices 1 1 2 4 1 1 7 13
Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals 0 0 3 64 0 0 12 199
Time-frequency co-movements between the largest nonferrous metal futures markets 0 0 0 7 1 1 2 45
Time-frequency relationship between US output with commodity and asset prices 0 0 0 19 0 0 0 68
Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies 0 0 1 11 2 2 4 63
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 0 0 0 4 0 1 2 48
Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas 0 0 4 52 0 2 8 152
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification 0 0 4 9 1 3 13 27
Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach 1 1 2 10 1 4 9 38
Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model 1 2 5 37 2 6 19 144
Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak 0 0 0 0 0 0 0 0
Time-varying predictability of oil market movements over a century of data: The role of US financial stress 0 0 0 4 0 0 2 26
Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data 0 0 2 5 0 0 5 22
Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets 0 0 1 19 0 0 1 87
Tourism, Energy Consumption and Climate Change in OECD Countries 0 0 0 55 0 0 1 269
Tourism, Exports and FDI as a Means of Growth: Evidence from four Asian Countries 0 0 3 208 0 1 13 517
Tourism-induced financial development in Malaysia: New evidence from the tourism development index 0 0 3 7 0 1 6 28
Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy 0 0 1 1 0 0 2 2
U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging 1 1 3 3 1 5 14 14
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study 0 1 3 8 0 2 5 22
Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology 1 1 1 1 2 4 4 4
Understanding the nexus between oil and gold 3 5 7 64 3 5 11 158
Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India 1 1 2 7 1 1 4 38
Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks 0 0 1 18 0 1 2 79
Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test 0 0 0 29 0 0 2 86
Unemployment persistence in EU countries: new evidence using bounded unit root tests 0 1 1 7 0 1 2 24
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 1 1 1 9 3 3 13 44
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 1 1 4 15 2 3 12 88
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 0 14 1 1 4 50
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management 0 0 0 1 0 1 2 9
Volatility connectedness of major cryptocurrencies: The role of investor happiness 2 2 6 14 3 4 16 53
Volatility spillovers across global asset classes: Evidence from time and frequency domains 0 1 3 24 1 4 10 117
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness 1 2 6 18 3 11 32 63
What do we know about the price spillover between green bonds and Islamic stocks and stock market indices? 1 2 3 3 1 4 11 11
What drives Bitcoin price? 1 4 16 560 3 18 66 2,284
Whether tourist arrivals in India convergent? 0 0 2 13 0 0 4 38
Total Journal Articles 77 250 948 11,805 234 781 3,162 44,180
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Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach 0 0 0 0 0 0 2 4
Is Finance–Growth Nexus Nonlinear? Evidence from Linear and Nonlinear Causality Analysis 0 0 0 0 0 0 1 12
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Statistics updated 2024-02-04