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ECONIS (ZBW)
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1
Risk-return characteristics of Islamic equity indices: multi-timescales analysis
Dewandaru, Ginanjar
;
Obiyathulla Ismath Bacha
;
Masih, …
- In:
Journal of multinational financial management
29
(
2015
),
pp. 115-138
Persistent link: https://www.econbiz.de/10011539519
Saved in:
2
Contagion and interdependence across Asia-Pacific equity markets : an analysis based on multi-horizon discrete and continuous wavelet transformations
Dewandaru, Ginanjar
;
Masih, Rumi
;
Masih, Abdul Mansur M.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 363-377
Persistent link: https://www.econbiz.de/10011625818
Saved in:
3
What can wavelets unveil about the vulnerabilities of monetary integration? : a tale of Eurozone stock markets
Dewandaru, Ginanjar
;
Masih, Rumi
;
Masih, Abdul Mansur M.
- In:
Economic modelling
52
(
2016
),
pp. 981-996
Persistent link: https://www.econbiz.de/10011643118
Saved in:
4
Combining momentum, value, and quality for the Islamic equity portfolio : multi-style rotation strategies using augmented Black Litterman factor model
Dewandaru, Ginanjar
;
Masih, Rumi
;
Obiyathulla Ismath Bacha
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 205-232
Persistent link: https://www.econbiz.de/10011533242
Saved in:
5
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
6
The role of Islamic asset classes in the diversified portfolios : mean variance spanning test
Dewandaru, Ginanjar
;
Masih, Rumi
;
Obiyathulla Ismath Bacha
- In:
Emerging markets review
30
(
2017
),
pp. 66-95
Persistent link: https://www.econbiz.de/10011803003
Saved in:
7
Polypropylene price dynamics : input costs or downstream demand?
De Mello, Lurion
;
Ripple, Ronald D.
- In:
The energy journal
38
(
2017
)
4
,
pp. 129-144
Persistent link: https://www.econbiz.de/10011698805
Saved in:
8
The influence of textual presentation order and graphical presentation on the judgements of non-professional investors
Hellmann, Andreas
;
Yeow, Chiing
;
De Mello, Lurion
- In:
Accounting and business research : a research quarterly …
47
(
2017
)
4
,
pp. 455-470
Persistent link: https://www.econbiz.de/10011703263
Saved in:
9
Evaluating volatility forecasts with ultra-high-frequency data : evidence from the Australian equity market
Zhang, Kai
;
De Mello, Lurion
;
Sadeghi, Mehdi
- In:
Theoretical economics letters
8
(
2018
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011842038
Saved in:
10
Multiscale lead-lag relationships in oil and refined product return dynamics : a symbolic wavelet transfer entropy approach
Storhas, Dominik P.
;
De Mello, Lurion
;
Singh, Abhay Kumar
- In:
Energy economics
92
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012519989
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