TEDESCHI, MARCO
TEDESCHI, MARCO
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.005 secondi).
A quantile-time-frequency connectedness investigation through the dirty and clean cryptocurrencies spillover
2023-01-01 Tedeschi, Marco; Zouheir, Mighri; Tiwari, Aviral Kumar; Sarwar, Suleman
Contagion among European financial indices, evidence from a Quantile VAR approach
In corso di stampa Palomba, Giulio; Tedeschi, Marco
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries.
2023-01-01 Foglia, Matteo; Palomba, Giulio; Tedeschi, Marco
Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? Evidence from conventional and Islamic ESG stocks
2023-01-01 Shahzad, Umer; Ghaemi Asl, Mahdi; Tedeschi, Marco
Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash
2023-01-01 Si Mohammed, Kamel; Tedeschi, Marco; Mallek, Sabrine; Tarczyńska-Łuniewska, Małgorzata; Zhang, Anqi
Role of green technologies, climate uncertainties and energy prices on the supply chain: Policy-based analysis through the lens of sustainable development
2023-01-01 Cheng, J.; Mohammed, K. S.; Misra, P.; Tedeschi, M.; Ma, X.