Investigating the muti-scaling properties and connectedness of the sovereign bond yields: Hurst exponent and network analysis approach
Article in Heliyon (May 2023)
The most recent citing publications are shown below. View all 7 publications that cite this research output on Dimensions.
Investigation of Fractal Market Hypothesis in Emerging Markets: Evidence from the MINT Stock Markets
Article in Organizations and Markets in Emerging Economies (December 2022)
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Article in The Quarterly Review of Economics and Finance (July 2022)