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The impact of terrorism on industry returns and systematic risk in Pakistan : a wavelet approach

Shahzad, Syed Jawad Hussain; Stauvermann, Peter; Kumar, … - In: Accounting research journal 30 (2017) 4, pp. 413-429

Persistent link: https://www.econbiz.de/10011813124

Nonlinear effect of CEO tenure on stock price crash risk

Kumar, Nikeel Nishkar; Mohnot, Rajesh - In: Finance research letters 68 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015063344

Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis

Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26

Persistent link: https://www.econbiz.de/10011868686

A tale of two shocks : what do we learn from the impacts of economic policy uncertainties on tourism?

Balli, Faruk; Shahzad, Syed Jawad Hussain; Uddin, … - In: Tourism management : research, policies, practice 68 (2018), pp. 470-475

Persistent link: https://www.econbiz.de/10011871227

Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model

Ji, Qiang; Bouri, Elie; Roubaud, David; Shahzad, Syed … - In: Energy economics 75 (2018), pp. 14-27

Persistent link: https://www.econbiz.de/10011973850

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279

Persistent link: https://www.econbiz.de/10011742164

Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?

Long, Huaigang; Demir, Ender; Bedowska-Sojka, Barbara; … - 2022

We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies. We calculate cryptocurrency exposure to changes in the geopolitical risk index and document that coins with the lowest geopolitical beta outperform those with high geopolitical beta. Our findings suggest...

Persistent link: https://www.econbiz.de/10013406340

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

Tail dependence structures between economic policy uncertainty and foreign exchange markets : nonparametric quantiles methods

Al-Yahyaee, Khamis Hamed; Shahzad, Syed Jawad Hussain; … - In: International economics : a journal published by CEPII … 161 (2020), pp. 66-82

Persistent link: https://www.econbiz.de/10012642528

Spillover network of commodity uncertainties

Balli, Faruk; Naeem, Muhammad Abubakr; Shahzad, Syed … - In: Energy economics 81 (2019), pp. 914-927

Persistent link: https://www.econbiz.de/10012173026