9 citations · 11 across the 3 of their papers we have counts for
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q-fin.ST2023★ 1 cited
Time-frequency co-movements between commodities and economic policy uncertainty across different crises
M. Belén Arouxet, Aurelio F. Bariviera, Verónica Pastor +1
Commodity futures constitute an attractive asset class for portfolio managers. Propelled by their low correlation with other assets, commodities begin gaining popularity among inve…
q-fin.ST2020★ 1 cited
Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
M. Belén Arouxet, Aurelio F. Bariviera, Verónica E. Pastor +1
Cryptocurrency history begins in 2008 as a means of payment proposal. However, cryptocurrencies evolved into complex, high yield speculative assets. Contrary to traditional financi…