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Distribution specific dependence and causality between industry-level U.S. credit and stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133

Persistent link: https://www.econbiz.de/10011986230

Market efficiency and asymmetric relationship between South Asian stock markets : an empirical analysis

Shahzad, Syed Jawad Hussain; Zakaria, Muhammad; Sajid Ali; … - In: Pakistan journal of commerce and social sciences 9 (2015) 3, pp. 875-889

This paper examines market efficiency and asymmetric cointegration among the South Asian stock markets using monthly data from January 1998 to December 2013. The structural breaks and wavelet based unit root tests indicate that the markets are efficient at least in the weak form. We use...

Persistent link: https://www.econbiz.de/10011928768

The determinants of credit risk : analysis of US industry-level indices

Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; Nur Azura … - In: Global business review 19 (2018) 5, pp. 1152-1165

Persistent link: https://www.econbiz.de/10011929701

Relationship between developed, European and South Asian stock markets : a multivariate analysis

Shahzad, Syed Jawad Hussain; Kanwal, Memoona; Ahmed, Tanveer - In: South Asian journal of global business research : … 5 (2016) 3, pp. 385-402

Persistent link: https://www.econbiz.de/10011609328

CAPM estimates : can data frequency and time period lend a hand?

Shahzad, Syed Jawad Hussain; Khalid, Saniya; Ameer, Saba - In: International journal of financial engineering 3 (2016) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10011577135

Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Ferrer, … - In: Economic modelling 60 (2017), pp. 211-230

Persistent link: https://www.econbiz.de/10011734203

Can happiness predict future volatility in stock markets?

Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581437

Spillover across Eurozone credit market sectors and determinants

Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: Applied economics 51 (2019) 59, pp. 6333-6349

Persistent link: https://www.econbiz.de/10012197344

The energy consumption and economic growth nexus in top ten energy-consuming countries : fresh evidence from using the quantile-on-quantile approach

Shahbaz, Muhammad; Zakaria, Muhammad; Shahzad, Syed … - In: Energy economics 71 (2018), pp. 282-301

Persistent link: https://www.econbiz.de/10011943028

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states

Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521

Persistent link: https://www.econbiz.de/10012061195