Artor Nuhiu
Biographic Data
| ID | 344590 |
|---|---|
| NAME | Artor Nuhiu |
| GIVEN NAMES | Artor |
| FAMILY NAME | Nuhiu |
| SIGNATURE | NUHIU A |
| AFFILIATIONS | University of Prishtina |
| ORCID | 0000-0001-8239-1604 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Price transmission and volatility spillovers among leading precious metals
Analyzing the Interconnectedness Within the Volatile Crypto Market
This study investigates return spillovers among the 15 most capitalized cryptocurrencies during the Russia-Ukraine war and the COVID-19 pandemic. Data were extracted from the Coin Market Cap database to ensure a comprehensive analysis of market behavior, covering a daily series from January 2020 to December 2023. The research employs three autoregressive techniques (TVP-VAR, LASSO VAR, and Ridge VAR) to verify the robustness of findings regarding…
Assessing the Determinants of Bank Interest Rate Spread
This study investigates the effect of macroeconomic and bank-specific factors on the bank interest rate spread (IRS) of six Western Balkan countries (referred to as WB6). We applied the Panel Vector Autoregression (Panel VAR) model to separately analyze the impact of these two sets of factors for 2005 to 2022 using two-panel datasets from 110 banks. The results from the two models show that the IRS is significantly influenced by GDP per capita an…
Making Informed Decisions in the Volatile Crypto Market
Despite widespread skepticism linked to cryptocurrencies, they are constantly gaining the interest of scholars, investors, media, and regulators. Recognizing the importance that portfolio risk maintains for crypto participants, this study attempts to shed light on this issue. We investigate the risk-return tradeoffs of the most tradable cryptocurrencies based on portfolio diversification techniques. Three different crypto portfolios containing a …
No prominent works on this page.
Making Informed Decisions in the Volatile Crypto Market
Despite widespread skepticism linked to cryptocurrencies, they are constantly gaining the interest of scholars, investors, media, and regulators. Recognizing the importance that portfolio risk maintains for crypto participants, this study attempts to shed light on this issue. We investigate the risk-return tradeoffs of the most tradable cryptocurrencies based on portfolio diversification techniques. Three different crypto portfolios containing a …
Assessing the Determinants of Bank Interest Rate Spread
This study investigates the effect of macroeconomic and bank-specific factors on the bank interest rate spread (IRS) of six Western Balkan countries (referred to as WB6). We applied the Panel Vector Autoregression (Panel VAR) model to separately analyze the impact of these two sets of factors for 2005 to 2022 using two-panel datasets from 110 banks. The results from the two models show that the IRS is significantly influenced by GDP per capita an…
Analyzing the Interconnectedness Within the Volatile Crypto Market
This study investigates return spillovers among the 15 most capitalized cryptocurrencies during the Russia-Ukraine war and the COVID-19 pandemic. Data were extracted from the Coin Market Cap database to ensure a comprehensive analysis of market behavior, covering a daily series from January 2020 to December 2023. The research employs three autoregressive techniques (TVP-VAR, LASSO VAR, and Ridge VAR) to verify the robustness of findings regarding…
Price transmission and volatility spillovers among leading precious metals
Economics (3 works) · Market Dynamics and Volatility (3 works) · Blockchain Technology Applications and Security (2 works) · Financial economics (2 works) · Actuarial science (1 work) · Business (1 work) · Capital asset pricing model (1 work) · Complex Systems and Time Series Analysis (1 work) · Computer Science (1 work) · Computer security (1 work)