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Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Ferrer, … - In: Economic modelling 60 (2017), pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
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Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; … - In: Economic modelling 69 (2018), pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
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Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234