A5008279816- Market Dynamics and Volatility
- Energy, Environment, Economic Growth
- Monetary Policy and Economic Impact
- Financial Markets and Investment Strategies
- Islamic Finance and Banking Studies
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Energy, Environment, and Transportation Policies
- Blockchain Technology Applications and Security
- Global Energy Security and Policy
- Global Energy and Sustainability Research
- COVID-19 Pandemic Impacts
- Corporate Finance and Governance
- Stock Market Forecasting Methods
- Insurance and Financial Risk Management
- Global Financial Crisis and Policies
- Sustainable Finance and Green Bonds
- Banking stability, regulation, efficiency
- Fiscal Policy and Economic Growth
- Global trade and economics
- International Business and FDI
- Economic Growth and Development
- Housing Market and Economics
- Working Capital and Financial Performance
- Economic Sanctions and International Relations
University of Economics Ho Chi Minh City
2019-2025
Keele University
2024-2025
Shaheed Zulfiqar Ali Bhutto Institute of Science and Technology
2013-2024
South Ural State University
2018-2023
Ton Duc Thang University
2019-2021
Sohar University
2021
Montpellier Business School
2021
Université de Montpellier
2021
University of Dundee
2021
German Jordanian University
2021
Abstract We compare the weak/strong hedging abilities of three alternative assets, namely bitcoin, gold and US VIX futures, against downside movements in BRICS stock market indices. Results from cross‐quantilogram approach indicate that bitcoin are weak hedges. Analysis recursive sampling shows each futures has a time‐varying role some countries, which been shaped by COVID‐19 outbreak. conditional diversification benefits show appealing roles for assets investors markets. However, appears to...
This study quantifies the spillover effects among seven cryptocurrencies to explore characteristics of cryptocurrencies, namely, Bitcoin, Ethereum, Ripple, Litecoin, Monero, Stellar, and NEM. The connectedness networks returns are based on standard VAR quantile spillovers. In addition, framework focuses intact, pre-, post-COVID-19 crisis sub-sample periods. Our results highlight that Ripple dominant transmitters return spillover. strongest interconnection is found for Bitcoin/Litecoin...