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Connectedness between travel & tourism tokens, tourism equity, and other assets

Yousaf, Imran; Abrar, Afsheen; Goodell, John W. - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472316

Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19 : a sectorial analysis

Yousaf, Imran; Yarovaya, Larisa - In: Pacific-Basin finance journal 71 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014513930

Unravelling systemic risk commonality across cryptocurrency groups

Rahman, Molla Ramizur; Naeem, Muhammad Abubakr; … - In: Finance research letters 65 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014564151

Spillovers and hedging effectiveness between oil and US equity sectors : evidence from the COVID pre- and post-vaccination phases

Yousaf, Imran; Arfaoui, Nadia; Gubareva, Mariya - In: Research in international business and finance 69 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015052236

Dynamic spillover between green cryptocurrencies and stocks : a portfolio implication

Yousaf, Imran; Cui, Jinxin; Ali, Shoaib - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10015211784

Comovements and hedging effectiveness between conventional and Islamic cryptocurrencies : evidence from the COVID-19 pandemic

Ali, Shoaib; Yousaf, Imran; Vo Xuan Vinh - In: International journal of emerging markets 19 (2024) 12, pp. 4383-4408

Persistent link: https://www.econbiz.de/10015395401

Discovering interlinkages between major cryptocurrencies using high-frequency data : new evidence from COVID-19 pandemic

Yousaf, Imran; Ali, Shoaib - In: Blockchain, crypto assets, and financial innovation : a …, (pp. 355-377). 2025

Persistent link: https://www.econbiz.de/10015433283

Gold against Asian stock markets during the COVID-19 outbreak

Yousaf, Imran; Bouri, Elie; Ali, Shoaib; Azoury, Nehme - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-23

This study examines the safe-haven and hedging roles of gold against thirteen Asian stock markets during the COVID-19 outbreak. During the COVID-19 sub-period, gold is shown to be a strong hedge (diversifier) for the majority (minority) of Asian stock markets; it exhibits the property of a...

Persistent link: https://www.econbiz.de/10012522356

Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19

This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return...

Persistent link: https://www.econbiz.de/10012309325

Discovering interlinkages between major cryptocurrencies using high‑frequency data : new evidence from COVID‑19 pandemic

Yousaf, Imran; Ali, Shoaib - In: Financial innovation : FIN 6 (2020) 45, pp. 1-18

Through the application of the VAR-AGARCH model to intra-day data for three cryp-tocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 period and the COVID-19 period. We also estimate the...

Persistent link: https://www.econbiz.de/10012317582