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The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns

Jiang, Zhuhua; Kang, Sang Hoon; Cheong, Chongcheul; … - In: International Journal of Financial Studies : open … 7 (2019) 4/70, pp. 1-14

We investigate the impact of extreme weather conditions on the stock market returns of the Hong Kong Stock Exchange and Shenzhen Exchange. For the weather conditions, we apply dummy variables generated by applying a moving average and moving standard deviation. Our study provides two interesting...

Persistent link: https://www.econbiz.de/10012150344

Spillovers and diversification potential of bank equity returns from developed and emerging America

Hernandez, Jose Arreola; Kang, Sang Hoon; Shahzad, Syed … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012663713

Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe

Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 678-696

Persistent link: https://www.econbiz.de/10012814855

Asymmetric volatility connectedness among US stock sectors

Mensi, Walid; Nekhili, Ramzi; Vo Xuan Vinh; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012822000

Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 104-120

Persistent link: https://www.econbiz.de/10012269157

Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ur Rehman, Mobeen; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012491782

Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application

Ur Rehman, Mobeen; Asghar, Nadia; Kang, Sang Hoon - In: Pacific-Basin finance journal 61 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012494418

Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions

Ur Rehman, Mobeen; Ghardallou, Wafa; Ahmad, Nasir; Vo … - In: Risk management : an international journal 26 (2024) 1, pp. 1-49

Persistent link: https://www.econbiz.de/10014478847

Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions

Ur Rehman, Mobeen; Vo Xuan Vinh; McIver, Ron; Kang, … - In: Energy economics 108 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013203096

Systemic Risk Spillovers Between Stock Returns of the Banking and Financial Sectors : Evidence from Developed and Emerging Europe

Hanif, Waqas; Mensi, Walid; Arreola Hernández, José; … - 2023

In financial markets, the risk of one bank can spill over into the risk of another. Risk contagion is more common when financial markets are fragile. This study explores the dynamics of non-linear dependence and risk spillovers between stock returns of banking and financial sectors in the...

Persistent link: https://www.econbiz.de/10014358307