All Stories

  1. Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war
  2. Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market
  3. The role of ICT diffusion and institutional quality on financial inclusion in Asian region: empirical analysis using panel quantile regression
  4. Revisiting the twin deficits hypothesis in the United States: Further evidence based on system-equation ADL test for threshold cointegration
  5. Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
  6. Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method
  7. Re-evaluating the impacts of green innovations and renewable energy on carbon neutrality: Does social inclusiveness really matters?
  8. Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets
  9. Examining the avenues of sustainability in resources and digital blockchains backed currencies: evidence from energy metals and cryptocurrencies
  10. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging
  11. The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods
  12. Dissecting the compensation conundrum: a machine learning-based prognostication of key determinants in a complex labor market
  13. Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
  14. Are Exchange Rate Contagions Asymmetric? Evidence from Emerging Market Economies
  15. Analyzing Markov dependence-switching between E7 stock markets
  16. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
  17. Correction to: Analysing the Impact of Carbon Emissions and Non-Renewable Energy Use on Infant and Under-5 Mortality Rates in Europe: New Evidence Using Panel Quantile Regression
  18. Analysing the Impact of Carbon Emissions and Non-Renewable Energy Use on Infant and Under-5 Mortality Rates in Europe: New Evidence Using Panel Quantile Regression
  19. The systemic risk in Thailand: the role of tourism industry
  20. Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
  21. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy
  22. What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
  23. A risk-neutral approach to the RAROC method of loan pricing using account-level data
  24. Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach
  25. Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy
  26. Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence
  27. Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
  28. Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
  29. Foreign Direct Investment, Institutional Quality and Sustainability: Cross-country Analysis Using Different Estimators
  30. Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world
  31. Interplay of Workplace Sustainability, Sustainable Work Performance, Optimism, and Resilience: The Moderating Role of Green Creativity in Luxury Hotels
  32. Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
  33. The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
  34. Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach
  35. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
  36. Are FinTech, Robotics, and Blockchain index funds providing diversification opportunities with emerging markets?Lessons from pre and postoutbreak of COVID-19
  37. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
  38. Quantifying systemic risk in US industries using neural network quantile regression
  40. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey
  41. The influence of economic policy uncertainty shocks on art market
  42. 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
  43. The effect of global volatility, uncertainty and geopolitical risk factors on international tourist arrivals in Asia
  44. Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
  45. Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
  46. The connectedness in the world petroleum futures markets using a Quantile VAR approach
  47. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
  48. Assessing impact of consumer perceived CSR on consumer attitude and purchase behaviour in retail segment: a stakeholder theory perspective
  49. Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic
  50. Risk Connectedness Between Green and Conventional Assets with Portfolio Implications
  51. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
  52. Modeling the critical success factors of implementing net zero emission (NZE) and promoting resilience and social value creation
  53. Tail risk dependence, co-movement and predictability between green bond and green stocks
  54. Guest editorial: Green and sustainable corporate finance: past, present and future
  55. Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
  56. The impact of technological innovation on renewable energy production: accounting for the roles of economic and environmental factors using a method of moments quantile regression
  57. An improved transformer model with multi-head attention and attention to attention for low-carbon multi-depot vehicle routing problem
  58. 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
  59. Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality
  60. Hydropower, human capital, urbanization and ecological footprints nexus in China and Brazil: evidence from quantile ARDL
  61. Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
  62. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
  63. Investor personality as a predictor of investment intention – mediating role of overconfidence bias and financial literacy
  64. Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era
  65. Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies
  66. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
  67. Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study
  68. Risk transmissions between sectoral Islamic and conventional stock markets during COVID-19 pandemic: What matters more between actual COVID-19 occurrence and speculative and sentiment factors?
  69. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
  70. The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone
  71. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
  72. Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis
  73. Impact of equity market development on renewable energy consumption: Do the role of FDI, trade openness and economic growth matter in Asian economies?
  74. Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
  75. Renewable Energy Trade
  76. Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach
  77. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
  78. Connectedness and directional spillovers in energy sectors: international evidence
  79. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
  80. Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis
  81. Analysing the Impact of Carbon Emissions and Non-renewable Energy Use on Infant and Under-5 Mortality Rates in Europe: New Evidence Using Panel Quantile Regression
  82. Designing a drone assisted sample collection and testing system during epidemic outbreaks
  84. Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures
  85. Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries
  86. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
  87. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
  88. Role of perceived corporate social responsibility in the nexus of perceived cause-related marketing and repurchase intention in emerging markets
  89. Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications
  90. Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
  91. Estimating the market risk of clean energy technologies companies using the expected shortfall approach
  92. Paradigm Shift in the Education Sector Amidst COVID-19 to Improve Online Engagement
  93. The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression
  94. Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea
  95. Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach
  96. Time-frequency information transmission among financial markets: evidence from implied volatility
  97. COVID-19 and environmental concerns: A rapid review
  98. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times
  99. Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches
  100. Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
  101. Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques
  102. How does convenience impact showrooming intention? Omnichannel retail strategies to manage global retail apocalypse
  103. Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations
  104. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
  105. Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
  106. Analysing the impact of FDI and globalization on tourism development
  107. The stability of interaction channels between tourism and financial development in 10 top tourism destinations: Evidence from a Fourier Toda-Yamamoto estimator
  108. Volatility connectedness of major cryptocurrencies: The role of investor happiness
  109. Sustainable mobile banking application: a text mining approach to explore critical success factors
  110. Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
  111. Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA
  112. Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
  113. Analyzing the connectedness between crude oil and petroleum products: Evidence from USA
  114. Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis
  115. Re-examination of international bond market dependence: Evidence from a pair copula approach
  116. Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial coherence approaches
  117. Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods
  118. A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
  119. Connectedness in International Crude Oil Markets
  120. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
  121. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management
  122. Nexus between tourism and environmental pollution in South Asia: a comparative analysis using time-varying and non-parametric techniques
  123. Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods
  124. Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries
  125. Testing the white noise hypothesis in high-frequency housing returns of the United States
  126. Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory
  127. Analysing spillover between returns and volatility series of oil across major stock markets
  128. Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA
  129. 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
  130. Quantile causality between banking stock and real estate securities returns in the US
  131. Frequency volatility connectedness across different industries in China
  132. Renewable energy consumption and robust globalization(s) in OECD countries: Do oil, carbon emissions and economic activity matter?
  133. The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains
  134. Guest editorial
  135. Understanding international and domestic travel intention of Indian travellers during COVID-19 using a Bayesian approach
  136. Nonlinear analysis of government expenditure and tax rate on income inequality in India
  137. Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model
  138. Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
  139. Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
  140. Macroeconomic factors and frequency domain causality between Gold and Silver returns in India
  141. Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India
  142. Oil and risk premia in equity markets
  143. Transportation and environmental degradation interplays in US: New insights based on wavelet analysis
  144. The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis
  145. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model
  146. Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
  147. Synchronisation of policy related uncertainty, financial stress and economic activity in the United States
  148. Special Issue on Data Driven Marketing Strategies
  149. Copula-based local dependence among energy, agriculture and metal commodities markets
  150. Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
  151. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
  152. Analyzing volatility spillovers between oil market and Asian stock markets
  153. The relationship between energy consumption and fiscal decentralization and the importance of urbanization: Evidence from Chinese provinces
  154. Do urbanization, income, and trade affect electricity consumption across Chinese provinces?
  155. Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
  156. Testing the efficiency of metal's market: new evidence from a generalized spectral test
  157. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
  158. Spillovers between US real estate and financial assets in time and frequency domains
  159. Exchange Rate Return and Volatility Spillover across Major Trading Partners of India
  160. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification
  161. Investigating the stationarity hypothesis of Gross Domestic Product per capita in Central and Eastern Europe and Commonwealth of Independent State countries: Evidence using Fourier based panel KPSS test
  162. The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach
  163. Impacts of export quality on environmental degradation: does income matter?
  164. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
  165. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
  166. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
  167. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
  168. Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy
  169. Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country
  170. Impact of Islamic banking development and major macroeconomic variables on economic growth: Evidence from panel smooth transition models
  171. Exploring the time and frequency domain connectedness of oil prices and metal prices
  172. Modeling volatility of precious metals markets by using regime-switching GARCH models
  173. Resource curse hypothesis and role of oil prices in USA
  174. Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model
  175. Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach
  176. Convergence in Sulphur Dioxide (SO2) Emissions Since 1850 in OECD Countries: Evidence from a New Panel Unit Root Test
  177. The role of ICT and financial development in CO2 emissions and economic growth
  178. Is the Housing Market in the United States Really Weakly-Efficient?
  179. Are tourist arrivals stationary? Evidence from Laos
  180. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
  181. FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
  182. Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets
  183. Testing the oil price efficiency using various measures of long-range dependence
  184. Emancipatory Ethical Social Media Campaigns: Fostering Relationship Harmony and Peace
  185. A time varying approach on the price elasticity of electricity in India during 1975–2013
  186. Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look
  187. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
  188. Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis
  189. The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model
  190. Banking sector performance and economic growth: evidence from Southeast European countries
  191. The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches
  192. Correlations and volatility spillovers between oil, natural gas, and stock prices in India
  193. Dependence structure between business cycles and CO2 emissions in the U.S.: Evidence from the time-varying Markov-Switching Copula models
  194. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA
  195. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
  196. Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?
  197. Significance of Intellectual capital in firm performance
  198. Geopolitical risks and the predictability of regional oil returns and volatility
  199. Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation
  200. Measuring Co-dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas
  201. The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis
  202. The relationship between Bitcoin returns and trade policy uncertainty
  203. 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
  204. Time-frequency co-movements between the largest nonferrous metal futures markets
  205. Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress
  206. Reprint of: Chaos in G7 stock markets using over one century of data: A note
  207. An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
  208. 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
  209. A multi-country convergence analysis of ecological footprint and its components
  210. Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis
  211. Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models
  212. Monetary shocks to macroeconomic variables in China using time-vary VAR model
  213. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
  214. A wavelet analysis of the relationship between oil and natural gas prices
  215. Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile-on-quantile regression methods
  216. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
  217. The importance of oil assets for portfolio optimization: The analysis of firm level stocks
  218. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
  219. Energy Efficiency in Europe; Stochastic-Convergent and Non-Convergent Countries
  220. Analysing the spillover of inflation in selected Euro-area countries
  221. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
  222. Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
  223. The nexus between access to electricity and labour productivity in developing countries
  224. The Inefficiency of Litecoin: A Dynamic Analysis
  225. The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
  226. Volatility spillovers across global asset classes: Evidence from time and frequency domains
  227. Tourism-induced financial development in Malaysia: New evidence from the tourism development index
  228. Humanitarian aid delivery decisions during the early recovery phase of disaster using a discrete choice multi-attribute value method
  229. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities
  230. Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis
  231. Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
  232. Bitcoin Returns and Risk: A General GARCH and GAS Analysis
  233. Information spillovers and connectedness networks in the oil and gas markets
  234. Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
  235. Chaos in G7 stock markets using over one century of data: A note
  236. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach
  237. An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India
  238. Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach
  239. Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
  240. Impact of oil price risk on sectoral equity markets: Implications on portfolio management
  241. Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
  242. A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA
  243. Extreme co-movements and dependencies among major international exchange rates: a copula approach
  244. On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach
  245. Oil returns and volatility: The role of mergers and acquisitions
  246. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
  247. Index futures volatility and trading activity: Measuring causality at a multiple horizon
  248. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
  249. Output and Stock Prices: New Evidence from the Robust Wavelet Approach
  250. The Dynamic Relationship Between Stock Returns and Trading Volume Revisited: A MODWT-VAR Approach
  251. A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence
  252. Informational efficiency of Bitcoin—An extension
  253. Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis
  254. The causality of dollarisation, interest rate and exchange rate: evidence from Laos
  255. Practical Issues on Energy-Growth Nexus Data and Variable Selection With Bayesian Analysis
  256. Tourism, trade, and economic growth in India: a frequency-domain analysis of causality
  257. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
  258. Reengineering of Electricity Market Monitoring
  259. The relationship between oil prices and US economy revisited
  260. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
  261. Impact of return on long-memory data set of volatility of Dhaka Stock Exchange market with the role of financial institutions: an empirical analysis
  262. Unemployment persistence in EU countries: new evidence using bounded unit root tests
  263. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
  264. Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test
  265. Comovements of gold futures markets and the spot market: A wavelet analysis
  266. Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis
  267. Does international tourism affect international trade and economic growth? The Indian experience
  268. Foreign tourist arrivals in India from major source countries: an empirical analysis
  269. Exchange Rates and International Reserves in India
  270. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
  271. The index of sustainable economic welfare in the energy-growth nexus for American countries
  272. The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania
  273. Are exchange rates interdependent? Evidence using wavelet analysis
  274. The time-varying correlation between output and prices in the United States over the period 1800–2014
  275. Does renewable and/or non-renewable energy consumption matter for total factor productivity (TFP) growth? Evidence from the BRICS
  276. Whether tourist arrivals in India convergent?
  277. Spillovers between output and stock prices: a wavelet approach
  278. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests
  279. Oil price–inflation pass-through in Romania during the inflation targeting regime
  280. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
  281. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
  282. Co-movements and contagion between international stock index futures markets
  283. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
  284. Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests
  285. Testing the stationarity of CO 2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks
  286. A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791–2015
  287. Frequency based co-movement of inflation in selected euro area countries
  288. Dynamic inter-relationships among tourism, economic growth and energy consumption in India
  289. Continuous wavelet transform and rolling correlation of European stock markets
  290. The revenues-spending nexus in Romania: a TAR and MTAR approach
  291. The place of gold in the cross-market dependencies
  292. Understanding the nexus between oil and gold
  293. Do global financial crises validate assertions of fractal market hypothesis?
  294. Are tourist arrivals stationary? Evidence from BRIC countries
  295. Frequency domain causality analysis of stock market and economic activity in India
  296. The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis
  297. An analysis of dependence between Central and Eastern European stock markets
  299. Time–frequency relationship between US output with commodity and asset prices
  300. Interlinkage Between Real Exchange Rate And Current Account Behaviors: Evidence From India
  301. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
  302. On the dynamics of Indian GDP, crude oil production and imports
  303. Stock returns and inflation in Pakistan
  305. Comovement of Exchange Rates: A Wavelet Analysis
  307. The relationship between environmental degradation and happiness in 23 developed contemporary economies
  308. Is the Labour Force Participation Rate Non-Stationary in Romania?
  309. Uncertainty Co-Movement in Major European Countries
  310. Testing the Long-Memory Features in Return and Volatility of NSE Index
  311. Do the Indian Agricultural Commodities’ Prices Exhibit Non-Linear Mean Reversion? An Empirical Evidence
  312. Revisit the Budget Deficits and Inflation: Evidence from Time and Frequency Domain Analyses
  313. The Inter-Temporal Causal Nexus between Indian Commodity Futures and Spot Prices: A Wavelet Analysis
  314. Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
  315. Long-term trends in non-renewable resource commodity prices: fresh evidence in the presence of structural breaks
  316. Exchange rate and monetary fundamentals: Long run relationship revisited
  317. Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis
  318. New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
  319. Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis
  320. Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets
  321. Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran?
  322. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
  323. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
  324. The asymmetric Granger-causality analysis between energy consumption and income in the United States
  325. The export-led growth hypothesis for India: examining causality by a new approach in the time–frequency domain
  326. A frequency domain causality investigation between futures and spot prices of Indian commodity markets
  327. Are fluctuations in coal consumption per capita temporary? Evidence from developed and developing economies
  328. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets
  329. The frequency domain causality analysis between energy consumption and income in the United States
  330. Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test
  331. Revisiting the inflation–output gap relationship for France using a wavelet transform approach
  332. The sustainability of trade accounts of the ASEAN-5 countries
  333. Mean reversion in per capita GDP of Asian countries
  334. Causality between consumer price and producer price: Evidence from Mexico
  335. Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
  336. Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies
  337. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
  338. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
  339. The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa
  340. Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
  341. Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia
  342. On the relationship between oil price and exchange rates: A wavelet analysis
  343. Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
  344. A Structural VAR (SVAR) analysis of fiscal shocks on current accounts in India
  346. Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data
  347. Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
  348. A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA
  349. Taxation, Economic Growth and Political Stability
  350. Oil price and exchange rates: A wavelet based analysis for India
  351. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
  352. The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy
  353. Does financial development increase rural‐urban income inequality?
  354. Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet
  355. A revisit on the role of macro imbalances in the US recession of 2007-2009: nonlinear causality approach
  356. Are trade deficits sustainable? Evidence from the ASEAN‐five
  357. Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks
  358. Causality between wholesale price and consumer price indices in India
  359. Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan
  360. An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
  361. Micro-inertia effects in nonlinear heterogeneous media
  362. Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests
  363. Structural changes and regional disparity in China's inflation: a revisit
  364. Taxation and Political Stability
  365. Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries
  366. Economic Growth and FDI in Asia: A Panel-Data Approach
  367. Taxation and Political Stability
  368. Liberalization and Wage Inequality: Evidence from Indian Manufacturing Industry - A Critical Review of Literature
  369. Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India
  370. Analysis of CEEC Exchange Rates Co-Movements Using Wavelet Multiple Correlation and Cross-Correlation
  371. Analyzing Time-Frequency Relationship between Interest Rate, Stock Price and Exchange Rate in India Through Continuous Wavelet
  372. Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches