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Uncovering the Switching Impact of Economic Policy Uncertainty on the Cross-Correlation Between Stock Markets: An Innovative Hurst-Based Wavelet Coherence Approach
Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach
The dynamic frequency-based shock transmission between Bitcoin investors’ emotions and U.S. sectoral stock conditional volatility: assessing the optimal weightage of Bitcoin returns in a U.S. sectoral stock return portfolio
The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
Portfolio Diversification Effect of Digital Assets
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