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Dynamics of co-movements among implied volatility, policy uncertainty and market performance

Ur Rehman, Mobeen - In: Global business review 18 (2017) 6, pp. 1478-1487

Persistent link: https://www.econbiz.de/10011800032

Does bilateral market and financial integration explains international co-movement patterns

Ur Rehman, Mobeen; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-13

This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed international co-movement index through rolling...

Persistent link: https://www.econbiz.de/10011474476

Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach

Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121

Persistent link: https://www.econbiz.de/10011972559

Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets

Narayan, Seema; Ur Rehman, Mobeen - In: Finance research letters 23 (2017), pp. 223-232

Persistent link: https://www.econbiz.de/10011808403

Dependence dynamics of US REITs

Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; Ahmad, Nasir - In: International review of financial analysis 81 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013411148

Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Ur Rehman, Mobeen; Sensoy, Ahmet; Eraslan, Veysel; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012822120

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

Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis

Alomari, Mohammad; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013413448

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