Quantile coherency across bonds, commodities, currencies, and equities
- Creator: Salah Uddin, Gazi , Lucey, Brian , Rahman, Md Lutfur , Stenvall, David
- Resource Type: journal article
- Date: 2024
Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
- Creator: Shahzad, Syed Jawad Hussain , Arreola-Hernandez, Jose , Rahman, Md Lutfur , Uddin, Gazi Salah , Yahya, Muhammad
- Resource Type: journal article
- Date: 2021