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Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets

Gozgor, Giray; Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Journal of international financial markets, … 44 (2016), pp. 35-45

Persistent link: https://www.econbiz.de/10011690371

The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country

Li, Haiping; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430798

The conditional equity premium, cross-sectional returns and stochastic volatility

Fung, Ka Wai Terence; Lau, Chi Keung; Chan, Kwok Ho - In: Economic modelling 38 (2014), pp. 316-327

Persistent link: https://www.econbiz.de/10010419068

Determinants of financial stability and risk transmission in dual financial system : evidence from the COVID pandemic

Elsayed, Ahmed; Ahmed, Habib; Helmi, Mohamad Husam - In: Journal of international financial markets, … 85 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014433320

Dependence Structure and Dynamic Connectedness Between Green Bonds and Financial Markets : Fresh Insights from Time-Frequency Analysis Before and During COVID-19 Pandemic

Elsayed, Ahmed H.; Naifar, Nader; nasreen, samia; … - 2022

This paper examines the interdependence between green bonds and financial markets in the time-frequency domain by utilizing the multivariate wavelet approach and dynamic connectedness through combining Ensemble Empirical Mode Decomposition (EEMD) with Diebold and Yilmaz (2012) spillover...

Persistent link: https://www.econbiz.de/10013297351

Searching for Safe Havens during the COVID-19 Pandemic : Determinants of Spillovers between Islamic and Conventional Financial Markets

Yarovaya, Larisa - 2020

We analyse the impact of the COVID-19 pandemic on spillover between conventional and Islamic stock and bond markets. We further analyse comparatively whether gold, oil, and Bitcoin prices, VIX and EPU index affect the relationships between these markets during the COVID-19 pandemic. The results...

Persistent link: https://www.econbiz.de/10012830289

Are Islamic and conventional capital markets decoupled? : evidence from stock and bonds/sukuk markets in Malaysia

Ahmed, Habib; Elsayed, Ahmed H. - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 56-66

Persistent link: https://www.econbiz.de/10012296895

Financial stress dynamics in the MENA region : evidence from the Arab Spring

Elsayed, Ahmed H.; Yarovaya, Larisa - In: Journal of international financial markets, … 62 (2019), pp. 20-34

Persistent link: https://www.econbiz.de/10012262434

Determinants of spillovers between islamic and conventional financial markets : exploring the safe haven assets during the COVID-19 pandemic

Yarovaya, Larisa; Elsayed, Ahmed; Hammoudeh, Shawkat - In: Finance research letters 43 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10014632417

Dependence structure and dynamic connectedness between green bonds and financial markets : fresh insights from time-frequency analysis before and during COVID-19 pandemic

Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia; … - In: Energy economics 107 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013202451