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Financial contagion in EFA markets in crisis periods : a multivariate GARCH dynamic conditional correlation framework

Ur Rehman, Mobeen - In: The Lahore journal of economics 21 (2016) 2, pp. 121-151

Persistent link: https://www.econbiz.de/10011646213

Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ur Rehman, Mobeen; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012491782

Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application

Ur Rehman, Mobeen; Asghar, Nadia; Kang, Sang Hoon - In: Pacific-Basin finance journal 61 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012494418

Oil price risk exposure of BRIC stock markets and hedging effectiveness

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022

Persistent link: https://www.econbiz.de/10013349933

Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies

Ur Rehman, Mobeen; Katsiampa, Paraskevi; Zeitun, Rami; … - In: Emerging markets review 55 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014481146

Integration and volatility spillover amongst banks : a cross-correlation analysis

Ur Rehman, Mobeen; Vo Xuan Vinh - In: Journal of economic and administrative sciences 39 (2023) 1, pp. 203-224

Persistent link: https://www.econbiz.de/10014305553

Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements : Time-Scale Analysis and the Effects of Financial Crises

Al Rababa'a, Abdel Razzaq - 2018

We use wavelet analysis to examine the impact of macro-news announcements on the stock-bond correlation. Significant announcement effects appear after controlling for the recent financial crisis, with a link between the speed of reaction and the timing of announcements, with early released news...

Persistent link: https://www.econbiz.de/10012919223

Determinants of equity return correlations : a case study of the Amman Stock Exchange

Alomari, Mohammad; Power, David M.; Tantisantiwong, Nongnuch - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 33-66

Persistent link: https://www.econbiz.de/10011979091