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Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis
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References

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  • 2021Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak150 cited
  • 2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet126 cited
  • 2021The hedge asset for BRICS stock markets: Bitcoin, gold or VIX119 cited
  • 2021Modelling the globalization-CO2 emission nexus in Australia: evidence from quantile-on-quantile approach115 cited
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Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence
113 cited
  • 2022RETRACTED: Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era109 cited
  • 2021Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach85 cited
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