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Spatial spillover around G20 stock markets and impact on the return : a spatial econometrics approach
Zhang, Weiping; Zhuang, Xintian; Li, Yanshuang - In: Applied economics letters 26 (2019) 21, pp. 1811-1817
Persistent link: https://www.econbiz.de/10012204938
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Analyzing financial market reactions to the Palestine-Israel conflict : an event study perspective
Ijaz, Muhammad Shahzad; Ali, Shoaib; Min Du, Anna; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015330733
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Shunned stocks and market states
Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717
Persistent link: https://www.econbiz.de/10013373312
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Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
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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
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From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
Ali, Shoaib; Naveed, Muhammad; Yousaf, Imran; Khattak, … - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490395
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An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management
Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28
This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the...
Persistent link: https://www.econbiz.de/10012388066
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Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash
Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217
Persistent link: https://www.econbiz.de/10012421548
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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
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Returns and volatility spillover between agricultural commodities and emerging stock markets : new evidence from COVID-19 and Russian-Ukrainian war
Babar, Maria; Ahmad, Habib; Yousaf, Imran - 2024
Persistent link: https://www.econbiz.de/10015394703