Using the asymmetric Baba-Engle-Kraft-Kroner (BEKK)-GARCH model and the frequency spillover methodology by Baruník and Křehlík (2018), this paper examines spillovers and portfolio management between crude oil and US Islamic sector stocks. The results show significant time-varying spillovers...

This paper examines the weak-form market efficiency of the Muscat Securities Market in Oman before, during, and after the 2008 global financial crisis using daily observations from the Muscat Securities Market index. The data were divided into three different periods: pre-crisis from January 1,...

Using the 2008 Survey of Chinese Consumer Finance and Investor Education and the 2007 Survey of Consumer Finances, this study compared saving motives between Chinese and American urban households. Results showed that, compared with their American counterparts, Chinese households were more likely...