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Samia Nasreen, Aviral Kumar Tiwari, Zhuhua Jiang and Seong-Min Yoon
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and cover...
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Ashutosh Dash, Sangram Keshari Jena, Aviral Kumar Tiwari and Shawkat Hammoudeh
We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of el...
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Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari, Aarzoo Sharma and Dorika Jeremiah Mwamtambulo
This paper aims to examine the connectedness between green and conventional assets, particularly during the period of economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other financial ...
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Khandokar Istiak, Aviral Kumar Tiwari, Humaira Husain and Kazi Sohag
Many global shocks, including the renegotiation of NAFTA, the United States?China trade war, the Brexit, and the COVID-19 pandemic, may have recently influenced the inflation spillover in the G7 countries. The current literature overlooks the influence o...
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Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Luis A. Gil-Alana and Moses Kenneth Abakah
The economic literature provides evidence that inflation rates can co-move across nations because of a host of reasons, ranging from low frequency changes in monetary policy to similar high frequency shocks. Hence, this paper investigates inflation rate ...
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Sangram Keshari Jena, Aviral Kumar Tiwari, Ashutosh Dash and Emmanuel Joel Aikins Abakah
The connectedness dynamics between large-, mid-, and small-cap stocks is investigated using the forecasted error variance decomposition (FEVD) spillover framework of Diebold and Yilmaz in the time-frequency domain. Total volatility spillover (i.e., conne...
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Samia Nasreen, Syed Asif Ali Naqvi, Aviral Kumar Tiwari, Shawkat Hammoudeh and Syed Ale Raza Shah
Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial ...
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Aviral Kumar Tiwari,Faridul Islam,Süleyman Bolat,Phouphet Kyophilavong,Byoungki Kim
Pág. 613 - 618
We apply the panel covariate augmented Dickey-Fuller test to test stationarity of the productivity series for the OECD and Big-7 economies. The approach takes cross-sectional dependence into account. Using hours-worked per worker, we find that the series...
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