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Return predictability in emerging markets during a unique market condition

Al Kharusi, Sami; Weagley, Robert O. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 339-350

Persistent link: https://www.econbiz.de/10011719672

Impacts of oil shocks on stock markets in Norway and Japan : does monetary policy's effectiveness matter?

Roudari, Soheil; Mensi, Walid; Al Kharusi, Sami; … - In: International economics : a journal published by CEPII … 173 (2023), pp. 343-358

Persistent link: https://www.econbiz.de/10014373838

Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets : evidence from Asian Pacific, Canada, Mexico, and US countries

Mensi, Walid; El Khoury, Rim; Al Kharusi, Sami; Kang, … - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10015203036

Switching spillovers and connectedness between Sukuk and international Islamic stock markets

Mensi, Walid; Lee, Yeonjeong; Al Kharusi, Sami; Yoon, … - In: Pacific-Basin finance journal 84 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014534551

Extreme connectedness across Chinese stock and commodity futures markets

Mensi, Walid; Ahmadian-Yazdi, Farzaneh; Al Kharusi, Sami; … - In: Research in international business and finance 70 (2024) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10015053388

Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression

Ziadat, Salem Adel; Mensi, Walid; Al Kharusi, Sami; Vo … - In: Energy economics 136 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015046934

Frequency connectedness and spillovers among oil and Islamic sector stock markets : portfolio hedging implications

Mensi, Walid; Al Kharusi, Sami; Vo Xuan Vinh; Kang, … - In: Borsa Istanbul Review 22 (2022) 6, pp. 1098-1117

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...

Persistent link: https://www.econbiz.de/10014305868