Browsing by Author "Kumar Tiwari, Aviral"
Now showing items 1-4 of 4
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Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. Aikins Abakah, Emmanuel Joel; Gil Alana, Luis A.
; Kwesi Arthur, Emmanuel; Kumar Tiwari, Aviral (International Review of Economics & Finance, 2022)
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Re-examination of international bond market dependence: Evidence from a pair copula approach. Aikins Abakah, Emmanuel Joel; Addo Jr, Emmanuel; Gil Alana, Luis A.; Kumar Tiwari, Aviral (International Review of Financial Analysis, 2021)
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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. Aikins Abakah, Emmanuel Joel; KumarTiwari, Aviral; Paul Alagidede, Imhotep; Gil Alana, Luis A. (Finance Research Letters, 2022)
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The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. Kumar Tiwari, Aviral; Aikins Abakah, Emmanuel Joel; Kwasi Karikari, Nana; Gil Alana, Luis A. (North American Journal of Economics and Finance, 2022)