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Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach

Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - In: International review of financial analysis 91 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014446949

Measuring the G20 Stock Market Return Transmission Mechanism : Evidence From the R2 Connectedness Approach

Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - 2023

This study examines the contemporaneous return transmission mechanism across the G20 stock market returns employing a novel R-Square (R2) connectedness framework combining the network approach of Kenett et al. (2010, 2015) and the connectedness approach of Diebold and Yilmaz (2012, 2014). The...

Persistent link: https://www.econbiz.de/10014254602

Do ethics outpace sins?

Karim, Sitara; Naeem, Muhammad Abubakr; Lucey, Brian M. - In: Finance research letters 47 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013553582

Religion vs ethics : hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19

Naeem, Muhammad Abubakr; Rabbani, Mustafa Raza; Karim, … - In: International journal of Islamic and Middle Eastern … 16 (2023) 2, pp. 234-252

Persistent link: https://www.econbiz.de/10014339643

When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets

Karim, Sitara; Muhammad Shafiullah; Naeem, Muhammad Abubakr - In: International review of financial analysis 93 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543472

Co-movement between dirty and clean energy : a time-frequency perspective

Farid, Saqib; Karim, Sitara; Naeem, Muhammad Abubakr; … - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014280153

Risk connectedness between energy and stock markets : evidence from oil importing and exporting countries

Benlagha, Noureddine; Karim, Sitara; Naeem, Muhammad Abubakr - In: Energy economics 115 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013541783

Sailing across climate-friendly bonds and clean energy stocks : an asymmetric analysis with the Gulf Cooperation Council Stock markets

Naeem, Muhammad Abubakr; Sadorsky, Perry A.; Karim, Sitara - In: Energy economics 126 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014487459

Navigating median and extreme volatility in stock markets: Implications for portfolio strategies

Naeem, Muhammad Abubakr - In: International review of economics & finance : IREF 95 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015145228

Global factors and the transmission between United States and emerging stock markets

Naeem, Muhammad Abubakr; Farid, Saqib; Fiza Qureshi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3488-3510

Persistent link: https://www.econbiz.de/10014429136