Publications in collaboration with researchers from Universidade Salvador (3)

2017

  1. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices

    Energy Economics, Vol. 61, pp. 241-252

2016

  1. Downside and upside risk spillovers between exchange rates and stock prices

    Journal of Banking and Finance, Vol. 62, pp. 76-96

2014

  1. Can gold hedge and preserve value when the US dollar depreciates?

    Economic Modelling, Vol. 39, pp. 168-173