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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

The informational content of central bank communication for the energy market : the role of news versus surprises

Jyoti, Amar; Selmi, Refk; Pathak, Jalaj; Hammoudeh, Shawkat - In: Applied economics 56 (2024) 59, pp. 8719-8735

The reaction of asset prices to monetary and macroeconomic news announcements represents a rich source of information which is important to better understand the financial market impact of economic fundamentals. Given the significant connection of energy to other sectors in the economy, this...

Persistent link: https://www.econbiz.de/10015141908

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

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399

Persistent link: https://www.econbiz.de/10008655098

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

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535

Persistent link: https://www.econbiz.de/10009724647

Investor herds and regime-switching : evidence from Gulf Arab stock markets

Balcilar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Journal of international financial markets, … 23 (2013), pp. 295-321

Persistent link: https://www.econbiz.de/10009707497