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Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period

Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68

Persistent link: https://www.econbiz.de/10010391088

Dynamic relationship among GCC stock markets and nymex oil futures

Hammoudeh, Shawkat; Aleisa, Eisa - In: Contemporary economic policy : a journal of Western … 22 (2004) 2, pp. 250-269

Persistent link: https://www.econbiz.de/10002020788

Relationship between different sources of geopolitical risks and stock markets in the GCC region : a dynamic correlation analysis

Alqahtani, Abdullah; Hammoudeh, Shawkat; Selmi, Refk - In: Review of behavioral finance : RBF 14 (2022) 2, pp. 296-316

Persistent link: https://www.econbiz.de/10013286629

The effects of global factors on the Saudi Arabia equity market by firm size : Implications for risk management based on quantile analysis and frequency domain causality

Alqahtani, Faisal; Hamdi, Besma; Hammoudeh, Shawkat - In: Journal of multinational financial management 61 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012887968

Sanctions and Iranian stock market : does the institutional quality matter?

Roudari, Soheil; Ahmadian-Yazdi, Farzaneh; Arabi, Seyed Hadi - In: Borsa Istanbul Review 23 (2023) 4, pp. 919-935

The effect of sanctions, oil revenues, exchange rate, and inflation on different regimes of the Iranian stock market is examined in two cases (with and without considering institutional quality) during the 1984-2020 period, using the threshold Structural Vector Autoregression model (TSVAR)...

Persistent link: https://www.econbiz.de/10014383494

How does the Russian-Ukrainian war rock stock and commodity markets? : Fresh insights from joint network-connectedness analysis

Amar, Amine Ben; Hachicha, Néjib; Rezgui, Hichem; … - In: Defence and peace economics 35 (2024) 6, pp. 713-739

Persistent link: https://www.econbiz.de/10015181994

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Financial CDS, stock market and interest rates : which drives which?

Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276

Persistent link: https://www.econbiz.de/10009427388

A time-varying copula approach to oil and stock market dependence : the case of transition economies

Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221

Persistent link: https://www.econbiz.de/10010234959

The relationship between disaggregated country risk ratings and stock market movements : an ARDL approach

Sari, Ramazan; Uzunkaya, Mehmet; Hammoudeh, Shawkat - In: Emerging markets finance & trade : a journal of the … 49 (2013) 1, pp. 4-16

Persistent link: https://www.econbiz.de/10009742924