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What can wavelets unveil about the vulnerabilities of monetary integration? : a tale of Eurozone stock markets
Dewandaru, Ginanjar; Masih, Rumi; Masih, Abdul Mansur M. - In: Economic modelling 52 (2016), pp. 981-996
Persistent link: https://www.econbiz.de/10011643118
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Who drives whom : sukuk or bond? : a new evidence from granger causality and wavelet approach
Haque, Md. Mahmudul; Chowdhury, Mohammad Ashraful Ferdous; … - In: Review of financial economics : RFE 36 (2018) 2, pp. 117-132
Persistent link: https://www.econbiz.de/10011948565
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Re-examining oil and BRICS' stock markets : new evidence from wavelet and MGARCH-DCC
Karim, Muhammad Mahmudul; Chowdhury, Mohammad Ashraful … - In: Macroeconomics and finance in emerging market economies 15 (2022) 2, pp. 196-214
Persistent link: https://www.econbiz.de/10013350326
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Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression and NARDL approaches
Karim, Muhammad Mahmudul; Kawsar, Najmul Haque; Ariff, … - In: Journal of international financial markets, … 77 (2022), pp. 1-44
Persistent link: https://www.econbiz.de/10013357245
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Linear and non-linear Granger causality between oil spot and futures prices : a wavelet based test
Alzahrani, Mohammed; Masih, Mansur; Al-Titi, Omar - In: Journal of international money and finance 48 (2014), pp. 175-201
Persistent link: https://www.econbiz.de/10010464001
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Causality between financial development and economic growth : an application of vector error correction and vairance decomposition methods to Saudi Arabia
Masih, Mansur; Al-Elg, Ali; Madani, Haider - In: Applied economics 41 (2009) 13/15, pp. 1691-1699
Persistent link: https://www.econbiz.de/10003862175