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Downside risk, portfolio diversification and the financial crisis in the euro-zone

Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396

Persistent link: https://www.econbiz.de/10011299784

The impact of the Asian crisis on the behavior of US and international petroleum prices

Hammoudeh, Shawkat; Li, Huimin - In: Energy economics 26 (2004) 1, pp. 135-160

Persistent link: https://www.econbiz.de/10001887894

Impact of Basel III liquidity regulations on US Bank performance in different conditional profitability spectrums

Veeramoothoo, Sathiavanee; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10014225807

Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks

Hammoudeh, Shawkat; Yuan, Yuan; Chiang, Thomas C.; … - In: Energy policy 38 (2010) 8, pp. 3922-3932

Persistent link: https://www.econbiz.de/10008654628

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

Relationships between financial sectors' CDS spreads and other gauges of risk : did the Great Recession change them?

Hammoudeh, Shawkat; Bhar, Ramaprasad; Liu, Tengdong - In: The financial review : the official publication of the … 48 (2013) 1, pp. 151-178

Persistent link: https://www.econbiz.de/10009717656

Do global factors impact BRICS stock markets? : a quantile regression approach

Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010418057

Financial markets, innovations and cleaner energy production in OECD countries

Al Mamun, Md.; Kazi Sohag; Shahbaz, Muhammad; … - In: Energy economics 72 (2018), pp. 236-254

Persistent link: https://www.econbiz.de/10011972307

Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? : a comparison with gold

Selmi, Refk; Mensi, Walid; Hammoudeh, Shawkat; … - In: Energy economics 74 (2018), pp. 787-801

Persistent link: https://www.econbiz.de/10011972972

Systemic risk for financial institutions of major petroleum-based economies : the role of oil

Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; … - 2017 - This version: June 2017

This paper examines the relationship between systemic risk measures across 546 financial institutions in major petroleum-based economies and oil movements. In this paper, we follow two steps. In the first step, we estimate the delta conditional VaR (CoVaR) for the financial institutions and...

Persistent link: https://www.econbiz.de/10011662132